Hi Games Goblin,
You are right, it is a strange problem, lets see if I can help.
Are they being scanned for viruses as soon as you plug them in? Perhaps this is causing the delay. Test by temporarily turning off virus scanning and then plugging one in.
There are also programs that dump the contents of USB drives onto the hard drive (either maliciously intended or due to the installation of USB backup media) - check for one of these
See if the problem still occurs in Windows Safe Mode
Try other USB ports, preferably in the back (if you are using front usb)