Hrm, it sounds like you have some security set on your hard-drive, or at least on the folders on your drive. I don't know exactly what the default settings should be but here's what mine look like for my Windows 10 drive (my C drive is my Windows 7 drive):
I suspect there's something going on there, if it's not some kind of anti-virus/Windows Defender thing. I don't know which "user" you would need to check the permissions of, whether "Authenticated Users" or just "Users". Maybe check the security permissions on your USB drive and compare with your HDD? I have yet to find anything that seems relevant on Google, or heard anything back from anyone else. Definitely a strange situation!
Charlie