Welcome to the forum Music388
https://getmusicbee.com/forum/index.php?topic=32726.0It explains that you can't set MusicBee to continuously monitor a folder that is on a drive that is advertised by WIndows to be a removable drive.
I'm sure there are ways to circumvent that, e.g. by changing settings for that drive, setting a permanent drive letter for removable disks (there's also 3rd party software for that), mapping folders, or whatnot.
Also, just in case you are not aware: USB sticks are pretty much at the bottom of the list where it concerns reliable storage.
So make sure you have backups of your music elsewhere.