Because Android doesn't support most file systems used by modern OSs. If you want to use NTFS, used by Windows, you have to buy an app on the Play store, or reformat your drive using FAT. Ext4, the defult in Linux for a while, is also not supported. The only option seems to be FAT.

It's also not standardized so it varies depending on the phone's image and manufacturer. Sometimes it just doesn't work. And if you're not a developer or an advanced Android user, you won't know what's wrong. I have 4 working Android phones with different versions of the OS, and they all behave differently when plugging in a thumb drive.

The most recent one, the Realme, is giving me the most trouble. So far I haven't been able to read a single thumb drive with it. They are detected but the default file manager doesn't show them, and the file manager that I use (Solid), asks for permissions, that I grant, but says I don't have the rights to open the drive anyway.

Thumb drives on Android are a mess. It's not the connector, it's the OS.

EDIT: Apparently some phones don't even have OTG turned on by default.