I would strongly advise against scanning USB drives when they are connected. It might sound like a good idea, but does nothing both add performance bottlenecks and slows down your computer and external drive.
Keep in mind that SEP autoprotect by default will scan any file on the USB drive if the file is opened, copied, moved or previewed.
So if there is malware on the USB drive that would harm the computer, it will get detected once executed. You don't need to perform a prescan to be protected against malware on USB drives.
By performing a scan you might find dorment malware laying in subfolders of the USB drives, but the same file would have been detected the moment someone clicks on it. Scanning a large USB drives may take hours and slow down the I/O to that drive drastically.
The only use case for this scenario is if your planning to use SEP as a malware scanning station for USB drives before they are allowed to connect to another unprotected system, but then you might as well right click the drive and start a manual scan.