I missed some detail on USB Flash Drive with OS

I thought all these drives had on them was the different OS’s.

Now I see a note about factory installed encryption Key. What is there about Factory Installed Encryption Key that I can not do for myself?

I also presume there might be a bit of difference in the Qubes Flash Drive that includes directives on battery charging?

I can see the usefulness of a live USB of Pure OS, but I am not sure how to create same. I do see where someone had a Key, and used the console to start Key. Hmm I have never done that. Any more direct ways to build a Live USB of Pure?

Does downloading the iso and flashing it to a usb not work?

I should have been more specific.

I am comparing my creating a USB flash drive of the OS’s. Either Pure, or Qubes.

versus the Vault Drive sold by Purism for $29.00