It would only cause a desync if the game employs streaming of data while playing the game. If instead it loads everything first and doesn't access the game files during play, it should be fine to play on USB. Also possible would be a timeout on the loading screen, however I don't think the USB...
If I was going to guess, I would say that playing a game via SMB makes the network unavailable to the game since OPL has hold of it. If it was able to share it, it also has a chance of creating lag since both the loading of game assets and the network traffic in the game are running over the...