I had an LED flashlight once that never worked again after I dropped it once from maybe 1.5m onto tile floor, and that didn't have any moving parts. Shock forces can physically damage anything, including solid-state circuitry. Crush resistance is always good, and while it is true that most people don't crush their gadgets severely even by accident, powerful crush force sources are more common than you'd think. A small woman in high heels produces more ground crush pressure than most vehicles. Making the device waterproof and high/low-temperature tolerant is pretty good too, but I think it's only that tough with the case on. I myself tend to lose the caps for flash drives so I would only get something like this if the armored case was tethered to the drive itself.
So, in conclusion, if you have to swallow your data stick to prevent it being captured by enemy agents, remember to leave the cap on. It makes things less unpleasant for everyone.