You can actually kinda store your USDT in your Ledger. BUT there is a catch. You can't see the USDT from the Ledger Wallet nor spend the USDT easily. To spend them, you would have to export your address private-key with your backup seed, which would COMPROMISE and BREAK your entire wallet security, making the "hardware wallet level of protection" useless until you create a brand new wallet from the device (and only write the backup down, not saving it on your PC/phone/dropbox, etc...).

TL;DR: It's possible, but it's highly not recommended, mainly if you don't know what you are doing.