I honestly don't know if the warmth would be a problem for the keyboard, but I'd be nervous about using anything that got so warm that it was in danger of melting or catching fire.
I think the more immediate issue might be that the flash drive uses USB 3.0. I was under the impression that you need to use USB 2.0, but I might be mistaken-- that might be just with respect to a USB cable.
The keyboard uses USB 2.0, so if you plug in a USB 3.0 flash drive maybe the keyboard accesses it as though it were a USB 2.0 flash drive? I don't know.
Yamaha should have a document in the Support | Downloads section of their web site which lists USB flash drives that are known to be compatible with the DGX-660. Flash drives which aren't listed might work perfectly fine, but if Yamaha hasn't tested a specific flash drive then it won't be listed. So your best bet is to stick with flash drives which are known to be compatible.