If the Chinese wanted to embed something on the drive, they would do so in the drive firmware at manufacturing time. Ref.: https://lifehacker.com/how-to-check-your-usb-devices-for-unsafe-firmware-1841773522
As a rule, I reformat new USB drives primarily to get rid of any crud utilities the manufacture's love to load on these drives. Also, to set the drive to NTFS format which is more secure than the default FAT32 format.
