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USB 3 flash drives do exist. I've had one for a year or two now. Thunderbolt flash drives don't yet exist because the Thunderbolt chipset is still too large for mass production for on a small flash drive.
 
A Thunderbolt flash drive would be over $100 more expensive than a USB 3.0 one. And it would not gain you any performance benefit. So why bother?
 
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