Screensaver and USB attached

[yooume]

Hi all,

I'm experiencing some issue with my Mac mini, here is the process:

1) I am running 10.14.6 (18G95)
2) I set the screensaver (I choose "Message")
3) I set password protection to disable screensaver Security/Privacy/Require password "Immediately"
4) I start the screensaver (and of course it can only be disabled by password)
5) I plug a USB (formatted in MS-DOS or Apple MacOS Journaled)
6) I enter the password of the screensaver and access the Desktop
7) I open Finder and there is not any attached USB

So, it looks like the USB is not detected while screensaver is on...
Is this an expected behaviour?
Because I need the USB to be recognised also when the screensaver is on...

Thanks!