I don't need self-destructing USB drive, but a USB flash stick with a hard write-protect switch (that can't be overridden by the USB host) would be great for purposes like immutable installation and boot media.
(Also, like any USB device should, but even more here, you have to ensure that the device controller can't be modified by the USB host.)
(Also, like any USB device should, but even more here, you have to ensure that the device controller can't be modified by the USB host.)