What’s wrong with USB sticks that you need 3 tries to plug them in correctly?

You've all probably experienced this at least once: trying multiple times to plug in a USB stick correctly, because somehow it isn't intuitive what side goes up. This is especially the case when the USB stick in question hasn't been yet used by the user. But it can also happen with sticks that the user is already familiar with, as confirmed by the experience of the writer of this post.

Here are some pictures that illustrate this common experience.

So what's wrong with the design of a USB stick that makes it not intuitive enough to plug it in correctly the first time?