I've actually tested this, so I have the exact answers! The author just saw the estimate of 1; he hasn't measured it, it seems. The estimation by Windows Explorer was wrong in my test but the actual difference wasn't so significant.
In my tests, the time of "a lot of small files" is dominated by the USB stick slowness (800 files totaling 5 M took 80 sec from the HDD and 90 sec from the network share), and the time of "copying a big file" gets two times slower when the sizes of write blocks to USB stick are not "convenient" and that happens in the "network to USB" case (130 MB for 7 sec from HDD, 14 sec from the network share).
Note that Windows by default doesn't cache writes to the USB stick; specifically, the scenario "plug out the stick without unmounting" is supported, whereas the last time I've checked I had to unmount USB sticks on Linux to be sure that everything is properly written.
So once you don't cache writes you're at mercy of the USB stick, which is reasonably fast only for one specific block size (specific multiple, actually). When you don't get the best block size over the network, you'll get slower writes to the USB stick.
What I see in my tests (on Windows XP) is that the copying is done by CopyFileEx API, which uses blocks of 65536 bytes (64KB) from the local HDD but uses blocks of 61440 bytes (that's exactly one 4K block less than 64KB) over the network, which is then slower on the USB stick.
Conclusions:
a) Don't copy small files to the USB stick on Windows if you need speed. It's hundreds of times faster (when the bytes are counted) to copy an archive of the files vs. a file by file.
b) If you want efficient copying of bigger files from the network share to the USB stick, avoid CopyFileEx API function, at least on Windows XP, use the software which writes in 32K multiples.