This is a known “limitation” forced by policykit on some Linux systems. Basically what happens while forwarding the USB device is a simulation of physically plugging in the device to remote PC. When that is done, in the case of a pendrive, the system will try to automount it, but the problem is that policy kit allows mounting only for user that is physically on this PC (more precisely, the owner of “active” session). All remote sessions are marked as ‘inactive’, so they are not allowed to mount external filesystems.
There is a way to grant yourself access to the files. You may open a terminal, create an empty mount point and mount manually (using sudo mount). If it was already auto-mounted for the user of the physical session, you may need to ‘umount’ it first.