DropBox - USB Key Authentication

Sure we could talk about how to use this on mobiles / devices without a USB port or will this work with anything other than Chrome or how long will it take to be able to use this across platforms. BUT, what I really want to ask is:

If one is fine with carrying around the USB drive/stick at all times (in order to access the DropBox more securely), then why doesn't this person just opt for storing his data/files on that USB drive itself?!