The most important reason to have a high write-speed USB drive is for the export process; less wasted time. The XZ itself will max out drawing far less than even USB2.0 max read speeds, but it's still a good idea for reliability to buy a more expensive / faster drive.
While I could tell you the drives which which I've had the best success, the changes made by manufacturers throughout the production of a model may result in different memory chips or drive management chips which change the compatibility with our products. Overall, users who have purchased either SanDisk Extreme Pro USB 3.0 and 3.1 drives, or Corsair Voyager GTX 3.0 or 3.1 drives have reported great success and high export speeds. USB3.2 drives have some issues as they are newer than the host chipsets of our players, and while the spec is supposed to be universally backward-compatible, that's not always the case.