Another reason to avoid thumb drives is the endurance/durability factor.
Spinning rust aka HDDs have a U shaped failure curve. They either fail early in life or very late in life.
Non spinning storage media or flash storage viz. SSDs, USB drives, SD Cards have something called TBW or terabytes written. They are tested by the manufacturer and found to be working reliably until x TB of data has been written to them. The manufacturer also warranties the drive until x years or TBW has been reached.
This is often dependent on what memory cell is used in these drives.
This data is publicly released for SSDs in their datasheets, but I haven't seen one for USB drives or SD cards.
This doesn't mean that the drive cannot fail before that value is reached. A drive can fail for several other reasons, increased temperature, controller failure etc.
In other words, you have a benchmark as to how reliable an SSD will be, but you will not be able to know the same for other flash storage types.
Some SD Cards however offer unconditional 10 year warranty, except when used in surveillance conditions (yes a condition in an unconditional warranty, I know the irony
). Example - Samsung Evo micro SD cards offer this benefit.
This should also be a deciding factor in your choice.
If you intend to get a SD/microSD card, look for something that says High endurance. This means that the card it is designed to work continously writing and reading data.
Also in all cases of flash storage, writing data is what reduces your lifespan, you can read it n number of times with only a negligible loss of life.