ASK NC

I have a Synology DS1621xs with extra RAM and 2 SSDs for cache.. I want to turn the server off to add an UPS for safety because of a lot of lightning in my area in fall. The server says I can loose data if I do not do something to (remove?) the SSDs. I do not understand:
I try to shut off via the web page when the notice is coming, so I do not dare to continue. The server restarts when up-dating, so what is the problem with shutting down?
Some advice is very much appreciated!

This is just a reminder NOT to remove SSD that is used for cache. Every shutdown will remove read-cache. This is a copy of the most frequently accessed data. You do not lose actual data. But if you remove SSD that is used for write-cache, you will lose that last data that was stored on SSD before it actually gets written to the HDD media.