

I know that, during my own move from Windows to Linux, I found that the USB drive tended to lag under heavy read/write operations. I did not experienced that with Linux directly loaded on a SATA SSD. I also had some issues dealing with my storage drive (NVMe SSD) still using an NTFS file system. Once I went full Linux and ext4, it’s been nothing but smooth sailing.
As @[email protected] pointed out, performance will depend heavily on the generation of USB device and port. I was using a USB 3.1 device and a USB 3.1 port (no idea on the generation). So, speeds were ok-ish. By comparison, SATA 2 can have a transfer rate of 2 GB/s. And while the SSD itself may not have saturated that bandwidth, it almost certainly blew the transfer rate of my USB device out of the water. When I later upgraded to an NVMe drive, things just got better.
Overall, load times from the USB drive is the one place I wouldn’t trust testing Linux on USB. It’s going to be slower and have lag compared to an SSD. Read/Write performance should be comparable to Windows. Though, taking the precaution of either dual booting or backing up your Windows install can certainly make sense to test things out.
Azure Linux, because why wouldn’t you want Microsoft in your Linux? /s