It's likely the default action is to open WFE. (Windows File Explorer.)
There are a lot of articles on changing this. You may want it to do nothing.
https://www.google.com/search?q=change+what+happens+when+usb+drive+is+plugged+in+Windows+10
I obsessively backup to three external hard drives, using SyncToy. Recently when I run the routine Windows spontaneously opens all three drives, then throws me an error message and either shuts down SyncToy or stalls it. I'm running Windows 10 Pro on a Dell Optiplex (small footprint).