Yea it does suck, but the reason for this is new advancements in technology.
Allowing USB drives to be parsed and checked for before, during, and after POST is actually a good thing.
Believe me there is nothing worse than having to sit there for an entire minute at the motherboard logo and slow progress bar, and just have to wait mere seconds to boot up to Windows.
I first noticed this when I did a fresh install of W7 Ultimate with no USB devices connected except the keyboard, and I went from post to W7 login screen in about 30 seconds. I was like wow I must have had some severe issues before, me joking of course, but still, it was an issue for me.
Did some investigations and found that XP actually killed all USB port loading until after POST or in some cases until after you logged in to XP, and thats why it was so hard to boot to XP from a USB drive.
Now you can do whatever you want from a USB drive instantaneously.
What I would recommend it to limit all the external HDDs.
If you are a backup nut case like myself, get a ~60-180GB internal, 1-2TB internal, a 1-3TB external, and a big flash drive.
The smallest internal for making images of your SSD or OS on a fresh install with limited programs on it and all Windows Updates. The second internal for all your random crap that will be needed on a 24/7 basis. The external for a second back up source for the most important things you need ie, Documents, pictures, music, movies, and personal files, etc. The flash drive for the same reason. Personal files and documents.