Burning to thumb data drive live OS

Hallo

Firstly, burning…
Burning usually (exclusively?) involves writing data to optical disks, so it’s not the best term to use when discussing USB-drives.

Secondly, transfering data to a USB-drive…
Simply use a file transfer method that you’re comfortable with, either Caja or the command-line tools (mv, cp, etc.)

… and please see my other reply to your posting on this thread:

https://ubuntu-mate.community/t/xfburn-instead-of-brasero/7401/10

Has that helped?