But the modern watches don't connect as usb drive
Right, modern watches connect via MTP, as opposed to older watches which connected via USB Mass Storage.
In Windows you can access MTP devices via File Explorer. There are some limitations compared to USB Mass Storage, such as being unable to directly edit files on the device, but you're still able to copy files to and from the device.
In Mac you can use 3rd party software such as OpenMTP to access MTP devices.
It's still the case that you have to completely exit Garmin Express first (including closing the system tray icon).
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Although MTP is much slower and more limited than mass storage, it does have the advantage that it's unnecessary to manually eject / safely remove the device before unplugging the cable, because file operations are atomic (either they succeed or they don't, so it's theoretically impossible to corrupt the storage via a half-finished operation or to copy a file halfway.)