/Volumes/external_drive folder not being removed
It's most likely that some program (probably uTorrent) is configured to access /Volumes/external_drive/. When the disk is ejected, that folder is deleted, but the program is re-creating it (because that's its configured location to store files), thus triggering the problem.

The only solution I know of is to make sure the program (again, probably uTorrent) never runs when the disk is not mounted. Quit the program (and if it has any background processes, shut them down), then eject the disk. And don't restart the program until after you've remounted the disk.