@OLderDan: Ah, you mean saving "Wave" or "CSV", not screenshots?
I had never tried that with more than 4k.
I think it's not just the USB speed, but it simply has a lot of data to process/serialize.
Try CSV (takes a long time), you can see the dimensions better.
With 8M it stores an insane 222MB to the stick! (112.5MB @4M, 11.3MB @400k, 115kB @4k).
But it doesn't take that much longer than the much smaller *.lwf files (15.3MB)