Picking up random USB sticks and sticking them into your computer is the equivalent of having sex with random people you meet on the street. The only thing you can hope for if you do that is that whatever you're having as protection is going to save you from catching something nasty. But by the time you find out if your protection actually protected you or not, it might already be too late.
I agree that it would be great if our systems could save us from anything and everything malware writers can come up with. But unfortunately, they can't, so our first line of defense should just be plain old common sense.