Imagine I have a usb thumb drive with gigabytes of mp3s on it, and I devise a way to embed and extract a floppy image into the mp3s (i.e. steganography), or perhaps family pictures. unless the images are viewed before and after, it can be difficult to determine what was stored or even if anything was stored.
Of course, not impossible as their attacks that can be done on this, but I'd argue that if one is already suspected of using steganography and they have access to the device you are storing the data on, you are most likely screwed anyways, even if they can't prove it.