According to Installation guide | Qubes OS, it appears that there is no way for a Windows user to create a USB stick that supports media checking before installation. That sure seems like a big downside.
As a former/current Windows user, I can see the benefit for Windows users to be able to get/purchase a USB stick properly created with the media checking (i.e. created via dd on linux). The issue would be that they would need some way to validate that the usb stick wasn’t tampered with. Is there any way to validate the contents against the published hashes?