Rule of thumb is to setup applications to store files in folders of removable media, NOT in the root folder of the media. This way if the media is removed or fails to mount, the folder won't be accessible and the application won't be able to write the file. In your case, since /media/usb3 was available (it's the mount point on the plug) but the drive was NOT mounted, bittorrent happily stored the file directly on the plug.
Ideally you should always issue the umount command before removing media. Via the command line:
sudo umount /media/usb3
This ensures that all open files are properly closed or it will tell you that the drive is busy and can't be unmounted.