So there's a few factors here. First is the quality of the flash drives. Poor quality or knock off (or worse, fraudulently branded) drives will definitely have a tendency to fail more often than higher quality ones. The fraudulent ones are particularly bad because they will be sold as some high number of GB, and the firmware reports that number to the OS, but the actual contained size is smaller - when you save past the actual limit, it just overwrites something else, and thus, you have a corrupted drive.
Even if the drives are decent quality, they will always have an expected usable life based on the number of reads-writes to them. Running software directly from them is certainly possible but it will shorten the lifespan of the drive more than expected. If you read about Raspberry Pi users' troubles with corrupted SD cards you will see what I mean. This kind of storage medium is not a fully ideal approach for this type of use.
Other than that, I would have to say that it's impossible to tell for sure if Stencyl caused the corruption - hopefully some other people can chime in here with similar or different experiences.