I had the exact same thing happen to my thin clients. The problem turned out to be that the drive comes up as default as drive a:\. And if you are using default GPO’s then drive a:\ is disabled. You will need to either modify the GPO to not exclude drive A:\ or have the usb drive become another letter.
The modification of the GPO can be done via normal methods but I do not know how to remap the USB drive to a different drive letter. This could be a security concern the user connects a floppy drive and is able to boot to it.
Let me know how it goes!