I have a Raspberry Pi with Raspbian Raspbian Stretch Lite on a read-only SD card which periodically saves files on the secondary storage. Since there will be sudden shutdowns I'm wondering which device is better as secondary storage, someone told me USB sticks are better for this purpose, but they couldn't give me a reason. is it true and why?
It makes little difference.
It is more significant how the storage is formatted. FAT has many limitations, but is less likely to corrupt files.
ext4 is more suitable for large files and is journaled, so better at recovery if damaged.