distro I would say using a USB flash drive is both more and less secure, depending on your threat model.
It is more secure if you distrust the computer, because you are in control of which files the computer can see, it can only see those you specifically transferred from your phone to your USB device. This is not the case if you plug your phone into your computer directly, where your computer would get full read/write access to all files in the current user profile.
But it is also less secure in the sense that your files will be stored unencrypted on your USB device. Even if you delete the files from the USB device again, someone who gets access to your USB device may be able to recover the files. USB devices are totally unsuitable for transferring files to and from an encrypted computer if you expect to preserve privacy, unless you use an app that creates an encrypted container.
The risk your phone would get infected or hacked by the computer is about the same with either method I would say, not very likely at all.
Hope this brought some clarity.