This is an ever returning topic - which roots in the Linux kernels agressive caching of files.
The topic is mostly related to removable media - we rarely see it otherwise.
//EDIT I realize I may have misunderstood the question somehow.
I am confused
Thunar doesn’t download anything?
Is it the write to an USB (slow) storage?
This only makes sense if you pointed the browser to a ventoy prepared stick.
Not that makes even less sense - what does that have to do with download?
If your topic is about how long time it takes to write an ISO to USB then my first assumption at the top of this comment is correct.
Your system has cached the image - imagewriter has flushed all data to buffer - the buffer has not yet been written to stick - and that is normal - imagewrite has delivered the final part to the system so technically - seen from imagewriter point of view - the job is done.
You just yanked the stick premature to the buffer being flushed to stick.