Typically, you can't create a bootable flash drive from a smartphone, iPad, or Android tablet, because mobile operating systems don't give apps low-level access to file systems. The ability to add new bootable images with just a regular file manager is fantastic.
The divide between USB Type-A and USB Type-C also means some drives won't physically work with all computers without the proper adapter. That can become annoying after a while, especially if you're regularly helping friends and family with computer problems and need to keep different installers and recovery options on hand. That means if you want to keep around a Windows install USB for recovery purposes, but also have a bootable Linux drive, you either need two flash drives or reformat the same drive every time. However, you're generally limited to just one operating system at a time for each flash drive. Many installers for desktop Linux are also 'live' images - meaning you can test drive the operating system from the USB drive without installing anything. Microsoft's Media Creation Tool can convert any flash drive into a Windows 11 or Windows 10 install drive, and applications like Rufus and Etcher can create install media for desktop Linux, older Windows versions, and other operating systems. Bootable flash drives are the most common way to install or repair an operating system on a computer.