I have a similar one too from HP(PNY), and it's crazy fast for its size, but the issue is its controller (ASMedia IIRC) reports it to the OS as a UAS (USB Attached SCSI), similar to an external HDD, instead of Removable Mass Storage as most thumb drives do, so you can't hot -plug/-unplug it, and that controller seems to be backlisted by the Linux kernel for some reason, so it's not recognized on linux unless I fiddle with the "options usb-storage quirks" kernel parameters, but even so my BIOS can't detect it to boot from it. From what I understand the issue causing all this is that it's a native 4K-block device causing issues with booting on it as typically 512-byte block native devices are required for EFI boot, or at least that have 512-byte emulation support which this controller does not.
I am so disappointed because I bought a fast USB SSD to install and dual boot Linux on it as a second drive for my Windows laptop. If only I knew that there's such a big difference in the types of USB drives out there and that they're not all remotely the same.
So do your due diligence on linux compatibility, if you ever want to buy these USB SSDs.