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There can be obvious performances issues as well as...
https://support.steampowered.com/kb_article.php?ref=8379-RYIP-2998#
Make sure your drive is plugged in before starting Steam. Don't unplug the drive while Steam is running. I mean that's ultimately the source of the issue you're trying to solve and why you generally don't experience that behavior with internal drives.
I suppose people are bound to forget or accidents happen, so yes remapping the drive would be the appropriate solution most of the time.
Well, no that's not entirely true.
I've run Steam this way for 9 years, and I've never seen any performance problems, so it is perfectly do-able.
I get it - there's some old data running around where there CAN be performance problems, but it's not a taboo.
How I have my system setup has been either a desktop or laptop with a couple of USB external drives, all with sprinklings of Steam games across them. Simply done this way originally so I can remove drives then take them into work and play.
But I still use this now, as currently it's just a laptop, with two or three USB 3.0 drives, and things run fine. I've compared it against installing certain games on SSD, and aside from load times there's no real difference.
Of course, people's mileage may vary but the point is it ain't the big problem some like to think.
The key thing is to make sure that Steam is shut down properly each time and the drives are installed BEFORE starting Steam. Simples.
That's true, especially if the drive that you're using is a reputable USB 3.0 drive.
I'm still of the belief that it's not a worthwhile investment because of how these drives are passively cooled.
https://steamcommunity.com/discussions/forum/1/1631916887494217238/#c1631916887494070482
The life-span of a drive i used in the past was cut in half, and as the post above described, what actually happened was the USB controllers dying.
Especially with modern drives, I've never been a fan (pun intended) of the warnth these drives put out. So whenever I buy any console or computer (or peripheral) that puts out heat, I religiously cut up wine corks and make larger feet for them to sit on to increase airspace ALL around them.