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I've run systems directly from USB (installed there, not live distro) and here's the hiccups I had:
If the thumb drive is just going to be a temporary / rescue system, that's one thing. I keep several of those in my bag. But for a (semi) permanent install, you'll probably want to have it installed to a real disk.
Edit: I do have some hardware that boots its OS from a flash drive (Ubuquity router for example) but it's configured to not make a lot of writes to it and is mostly read only. So for an embedded system, a USB drive could work fine, but for a general purpose workstation, not so much.
There are distros that will boot off a flashdrive, but the whole OS is loaded in RAM so you don't read/write from the drive. I know a lot of ESXi installs work the same way.