USB drives are specially dangerous because they are connected to lots of computers and that's a good reason to protect them, because they are more likey to acquire or transmit viruses than any other device.
When you use common antiviruses they are too hard and heavy for a tiny device like a USB drive or pendrives.
Mx One Antivirus is a very good choice if you want to protect your portable drives. You can choose if you want to install the antivirus on the pendrive or on the computer.
Finally, it's totally free, so it becomes a good choice.