The idea with dropbox is that you have the app installed and save your projects to the local Dropbox folder.
If you are using Dropbox solely as a backup location then guess that wouldn’t be an issue, but you should never open a Scrivener project directly from any cloud location - asking for trouble.
Thumb drives generally not recommended, however there are several threads on here specific to that scenario.
This one is a bit old but still applies. Working off of network drives (MobileMe, thumb drives...)