Microsoft Defender AV must be configured to scan removable drives.
This policy setting allows the management of whether or not to scan for malicious software and unwanted software in the contents of removable drives such as USB flash drives when running a full scan. If this setting is enabled, removable drives will be scanned during any type of scan. If this setting is disabled or not configured, removable drives will not be scanned during a full scan. Removable drives may still be scanned during quick scan and custom scan.
How this relates to the STIG checklist: STIG vs SCAP benchmark.