This may be a varying mileage kind of situation. I have an OM1 and basically only ever transferred pictures with the camera's connection. I don't have the fastest SD cards, and the transfer speed I get is the same as my dedicated Sandisk SD card reader, around 100 MB/s.
My older camera only had a usb 2 connection over a special connector, so I used to pop out the card. But the OM1 can also charge the battery via the usb-c connection, so it's an all-round great experience: I don't have to fiddle with random parts, not forget to put them back in, etc.
Never had a single image corrupted among dozens of thousands of them. Funnily enough, my older camera used to complain about the SD card every other time after plugging it into my mac. It would shut up after a format. That card is still going strong.
I transfer the files with lightroom (but don't remove them from the card) on a windows pc.