Micky,

Is there really a problem, or are they being super-careful,
or is this a bug in windows 7

It may simply be attributed to a different way/location to store the
"correct shutdown of the drive" status - which has been present in earlier
versions of the OS too.

I've got some USB sticks that I formatted and have been using on XP for a
couple of years with zero problems. However, when I plug such a stick into
a Win7 machine I also get a warning and it wants to make sure the stick is
OK (which I deny, as I have no idea if the "fix" part will be compatible
with the sticks usage under XP. Probably will, but I have not bothered to
check).

Can I just routinely continue without scanning?

I think you can. I've not noticed denying the "scan and fix" causing a
problem on either Win7 or XP.

tl;dr:
its not a bug nor are they super carefull. Win7 just can't find that
"correct shutdown of the drive" status, and therfore assumes something went
wrong the last time the drive was shut down.

Regards,
Rudy Wieser