I'm surprised they're permitting thumb drives at all. External drives are common though, usually specifically cleared one. Every gov't office and gov't related contractor I've been involved with got the memo over a decade ago that thumb drives are not to be trusted. They go through and whitelist specific external drives and also permit bringing in (and usually shredding after) optical disks (CD or DVD). Optionally they use a "data diode" to bring data into the network.
https://en.wikipedia.org/wiki/Unidirectional_network