This is a feature of windows 10. Windows detects that those drives are "removable" and so they're persistently displayed in the navigation pane in any explorer window. If you contract the "this PC" section, you'll still see those drives displayed at the bottom. Some users may not think to look in "this PC" to find USB devices. This is a feature to make it easier for them.
This is by design. More about it here
. There's also a tweak to disable it but it requires a registry change.