Tardisk or External HD ejecting while sleep.

Okay, so I bought a Tardisk 128GB expansion for the SDXC drive I have on my Mid 2015 15 inch MacBook Pro Retina to have additional scratch disc space while using Photoshop/Illustrator and InDesign. Since I've bought it and plugged it into the port, everytime my computer goes to sleep mode, or I walk away for awhile, I get the "disc not properly ejected" warning, and then I have to pull out the Tardisk and reinsert it. I thought I was supposed to be able to leave this thing in as an expansion and not worry but for some reason even adjusting the settings through Preferences, I've turned off "Put Hard discs to sleep when possible" and it's still doing it. My MacBook is running OS Sierra. Any reason why this is happening? Is there a setting I'm missing?