They do? But that just means that my Transcend USB stick, made from aluminium, just heats up to 60C which makes it very hard to remove after writing without burning your fingers :(
Interesting that you mention that brand :-) I had some of them long ago, and they didn't last long. The true metal enclosure was just that, with the 'board' just held in place by the USB-part, and some pins from the other end. No thermal pads, or putty.
The other one was just metallic painted plastic.
That was the era of 512MB to 4GB. Never bought again from them.