I know that some time has passed since the question but I'd like to answer too: normally dd closes itself without any warning when it said that the copy is done. If you have a USB with light you can see it still writes data even after dd is closed (or check for I/O if you haven't).
conv=fdatasync force dd to verify if everything is written before closing itself: it's way more secure than leaving it without, expecially when you write a bootable ISO file in a USB key.