Ok, I didn't realise that. I tried the same when another folder was highlighted. There is no message this time, but I can still see the device /mnt/sda, the folder and can still read the files.

If I umount and then right click again without left click first I can see the umount becomes mount. So, presumable it has done its job, but the fact the device is still listed and the potential of corrupting the files it does give me a lot of confidence.