Maybe it is the stuff that has been put into the Trash before you connected it and it is still in there, as the trash folder for every volume is on the same folder. So if you remove an HDD with some files in the Trash, but have nothing in the Trash from your internal, your Trash icon looks like there is no Trash. Just when you reconnect that HDD the Trash icons shows you that there is still something in the Trash.
So in short: OPEN YOUR TRASH AND SEE WHAT FILES ARE IN THERE.