Because you can store your Linux .ISO files on them. And have them on and with you all the time, like, permanently. Mhm. Nifty, as I mentioned.
These are just the distros I’ve recently checked or have installed on my computers: Manjaro 18.04, Namib 19.01 (problematic), feren OS (not recommended), Mint 19.3 and Archman 19.11 (my recent production system).
How you get nifty Linux distros on your USB sticks to install them on your hardware: https://www.balena.io/etcher/
Bored by too much Linux overkill? Here, relax and have a picture of neighbour’s kitkat. She’s on duty, guarding the mailbox: