I think your alert settings (and other settings) only get saved when you exit from the program. So, to make sure they're saved, exit Radarbox.
You didn't really need to reinstall. But uninstalling and reinstalling will not have removed the RB drivers, so don't worry about that.
When you say "......turned RB off - and I lost all my alert data again", how did you "turn RB off". Either click the close button, or use menu FILE......EXIT.
As for removing and replacing the USB, I can't answer. It's not something I ever do, and I guess I'd ask "why?". Best advise is probably to close Radarbox before unplugging the USB.