Imagine a large pipe with water flowing into a bucket, then a smaller tube from the bucket into your bathtub.
The water flowing into the bucket is the data from your computer, the bucket is the buffer, a small amount of high speed memory, and the water flowing from the bucket to the bathtub is the data moving from the buffer to long term storage.
Once the bucket fills up the first pipe has to slow the flow of water or else your buffer will overflow and you loose data
A standard USB drive has a small buffer, usually only a few megabits to a couple gigs on high end drives. This speeds up small quick transfers. Then the controller moves them to the slower long term storage
Why not have all the memory be the high speed buffer? High speed memory is more likely to have errors, often times is volatile( loses data when is loses power) and or expensive. Once the data is committed to long term memory windows will check the data to ensure it matches.
This is why you should eject your removable drives before you disconnect so that windows can make sure everything is in long term memory and nothing will be lost
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