The `dd` does not bypass the kernel disk caches when it writes to a device, so some part of data may be not written yet to the `USB` stick upon `dd` completion. If you unplug your `USB` stick at that moment, the content on the `USB` stick would be inconsistent. Thus, your system could even fail to boot from this `USB` stick.

`Sync` flushes any still-in-cache data to the device.