Just in case, I've heard many times that when either a SSD or pendrive has a big capacity. It has more risk to fail quickly
Yeah, No.
Capacity doesn't matter when it comes to reliability. But it can affect durability.
E.g 2.5" SATA SSD. For example: Crucial MX500. The controller unit in it is the same between different capacity options (250 GB, 500 GB, 1 TB, 2 TB and 4TB) but when you have bigger capacity drive and it is full of data, the same controller unit has harder time to access all of the data (takes longer time to read/write), compared to when drive capacity is smaller (or there is less data on it).
Crucial MX500, while good drive (used to be value king when it released) has a con of where when drive is ~80% full, the read/write speeds drop off the cliff. Not to the levels of HDD but performance drop is noticeable.
I have MX500 1TB drive and experienced the performance drop first hand. Though, i now keep it as backup drive and rarely use it. Still, MX500 is a good drive,
review:
https://www.tomshardware.com/reviews/crucial-mx500-ssd-review-nand,5390.html
Note, MX500 is now 5 years old, so, price comparison in the review is obsolete.
As far as USB thumb drives go, essentially the same applies as well. But with USB thumb drives, more reliable ones are usually the ones with bigger capacity.
E.g Kingston USB thumb drives lineup:
https://www.kingston.com/en/usb-flash-drives
Up to 256 GB versions are the "common" ones, while when you want 512 GB or 1 TB one, then you need to look towards more performance USB thumb drive.
And with USB thumb drives, it matters far more on how many writes you make on it, compared how big of a capacity it has (same applies to SSDs as well).