It used to be possible to write to any folder on an SD memory card or USB stick, but Google blocked that possibility nearly 2 years ago. It made a lot of people rather angry because it was no longer possible to save pictures and other media to any folder of choice. Probably Google did this for security reasons to avoid rogue apps modifying or destroying your files. You can only save to a folder that is related to your app. If you try to write to any other folder you will get a "Permission Denied" error.
Using RuntimePermissions on my tablet with Android version 4.4.2, the usb device defaults to sdcard0 and yes, I can read and write to that location which is NOT the usb memory stick.
Without using RuntimePermissions, I can read what is on my memory stick, but can NOT write to it.
My guess is that Syd Wright is correct in his statement.
However, on my Samsung s4 with Android version 5.0.1, I can both read AND write to the same usb memory stick.
Is there anything else I can try?