External HD issues

I have a Seagate 2TB External Hard Drive that is having some issues. One odd thing is that it makes a noise that seems something failing when I disconnect or shutdown, but it's happening for some time and only now the drive is misbehaving.

I transfered some files to my external HD that later I found out that it wasn't there. There were no problems or warnings during transfer or writting but afterwards, in other computer, it said that I couldn't save a file in this drive. Then I saw that those files were missing. Tried to disconnect and connect in other computer and I couldn't access the drive.

The solution was simple: chkdsk. It's normal now. My two questions: Is it okay to a external HD make a "failling noise" after disconnecting? I have a similar external HD that disconnects without making this noise. And should I keep this HD that once failed but now is working normally?