In most part of Africa hardware wallets are not only difficult but expensive to get apart form using custodian wallets like trust wallet and metamask is there an alternative software that can help hodl Bitcoin in a flash drive. or otherwise
I will answer the title question: because it is extremely unreliable (due to the design features of the flash drive, which can suddenly fail and practically can't be recovered from lost data) and not safe (viruses can steal your data when connected to a PC).
What's stopping you from using a non-custodian wallet like Electrum? Install the full version or copy the portable version on a flash drive and get what you want -
"hodl Bitcoin in a flash drive" (if can call it that). But be aware that this will not be the best solution.