Each external disk volume produces a Disk Not Ejected Properly notice that has a Close "button", but the external disk(s) wake up feeling fine and well rested
The Sonnet site FAQ (very nicely organized site with info) addresses this issue:
To minimize power usage during sleep, power is removed from PCIe cards. Because of this power-saving specification, a USB 2.0, 3.0, or 3.1 PCIe card is unable to maintain USB port power during sleep. In macOS, this result in a storage device disconnect upon wake from sleep. The storage device will automatically remount, but the system reports a disconnect message. Because macOS flushes all caches before sleeping, this disconnect should never result in any loss of data.
Phew, this was scaring me after I installed the INateck card. I was worried it was going to corrupt stuff eventually