Obviously there are ways to reduce the risk of each of these events, but it's almost impossible to eliminate that risk differential, so it's good to put some extra thought into your flash drive security.
Ways to increase security
There are some general ways you can improve the security of your flash drives:
You're more likely to lose a flash drive if it's attached to your key ring, compared to when it's attached to your vehicle. In general, the larger the object you attach it to, the less likely you are to lose it. (as long as it's kept out of sight of thieves, of course) Backpack > keyring, and vehicle > backpack.
Note that physical subterfuge is not that great. Only a fool would rely on it as the sole method to secure their data. But as another layer on top of encryption? Sure!
The smaller the thumbdrive is, the easier it is to hide. Micro SD cards can even be hidden in the back corner of your wallet. However, if all your computers support USB C, I prefer USB C-only thumbdrives (not the dual USB A+USB C drives that are so prevalent now) (and even if you don't get a USB C ⇒ USB A adapter) over microSD cards for several reasons:
Micro SD cards require a separate reader, obviously USB drives don't.
Read the reviews on micro SD card readers, and you'll notice a not-insignificant number of people complaining about 1) extremely low transfer speeds (which often are poorly documented) and/or 2) data loss, sometimes even on name-brand card readers.
That said, if you're okay with keeping the transfer speeds slightly lower to avoid the risk of overheating, and you have a high-quality card reader, then microSD cards might work for you.
There are ways to cleverly hide items, even inside your car or under your work desk. The sky really is the limit once you start thinking like a spy.