Not too dumb, IIRC that's partly how the original XBOX got exploited, MS learnt their lesson, don't make it easy for people to use standard media for gamesaves.
I *think* the problem was that gamesaves weren't signed like the rest of the system, they couldn't be, so the fact that an exploit save file could be loaded from a USB stick made it real easy to exploit a game to get it to run unsigned code.
Now you can't use a USB stick to save games, that's one less way you could exploit it since PCs can't read XB360 memory cards.