This is just a guess, but it sounds like this is somehow down to the load on the 5VSB rail, and increasing the load by means of connecting the flash drive bringing the coil in question out of the part of its operating range where it's prone to whining.As far as I know, S3 = sleep, S4 = hybernate, S5 = powered off.
The ambulance happens on S3 for me, you can actually connect the usb after it is on sleep mode, but totally not practical for day-to-day usage
S4 and S5 modes I don't need the usb as the noise is quite low and bearable, if you disable usb power in bios you are sorted.
Still, as with any coil whine, can't it be fixed by identifying the offending coil and gluing it down properly? Superglue around its edges supposedly does the trick.