@ren-tokyo because storing your rom on usb stick or hdd makes it easier for a lot of reasons :
you can directly copy your rom on the stick by connecting it on your pc
thus you can also scrape easily on your PC with UXML
it's easier to save your whole setup
you won't have to worry that much in case of trouble (hard reset or shutdown which tends to break the filesystem)
even if your file system is broken, you can try to fix it on your pc and most of the time restore it, that's not possible with the sd, at least on windows
you can also have several usb key and tell you recalbox to use the one it finds one boot, this allow you to separate your systems like you want (but you will have to do your configuration once with each key connected)
if you have several pi with the same hardware and the same version of recalbox installed, you can use your key on each of them