Depends on the distro and desktop environment but some will "transfer" files to a software buffer that doesn't actually write the data immediately. Works for limiting unnecessary writes on Flash memory but not USB sticks that are designed to be inserted and removed at short notice.
You can force Linux to commit pending writes using the 'sync' command. Note it won't give you any feedback until the operation is finished (multiple minutes for a thumbdrive writing GBs of data) so append & to your command ('sync &') to start it as its own process so you don't lock the terminal.
You can also watch the progress using the command form this Linux Stack Exchange Q;
https://unix.stackexchange.com/questions/48235/can-i-watch-the-progress-of-a-sync-operation#48245
Side question though, it seems that there are faster options. How come we don't use those in GUI file explorers if they're faster?