How do I change Mac OS X's sleep behavior with respect to USB plugging/unplugging?
The reason why the Mac awakes is because the USB device is drawing power from the Mac’s USB port. When you disconnect it, there’s a change in the voltage and the Mac awakes (same goes when you plug one).

Curiously, there’s a way to do it in Windows.

According to the guys at Super User, this is not possible on a Mac. At least not that we’ve discovered yet.