You cannot verify that the key hasn't been altered.
Meaning that theoretically someone could steal your key, alter the firmware, turn it into a virtual hub and attach virtual keyboards/USB sticks which do nasty things.
However the same can be said for any electrical device you carry. If you carry your laptop through a US border they can seize it for almost no reason, and attach things to the PCI bus directly internally (see the NSA's foreign intelligence catalogue for numerous examples).
The USB security issues are just fun ones to exploit (relatively easy, with great results). No firmware is REALLY verifiable (e.g. baseband, CPU microcode, BIOS/uEFI, et al).
Ultimately it boils down to physical security of your electronics and buying anonymously (so devices cannot be intercepted before they're delivered to you).
Meaning that theoretically someone could steal your key, alter the firmware, turn it into a virtual hub and attach virtual keyboards/USB sticks which do nasty things.
However the same can be said for any electrical device you carry. If you carry your laptop through a US border they can seize it for almost no reason, and attach things to the PCI bus directly internally (see the NSA's foreign intelligence catalogue for numerous examples).
The USB security issues are just fun ones to exploit (relatively easy, with great results). No firmware is REALLY verifiable (e.g. baseband, CPU microcode, BIOS/uEFI, et al).
Ultimately it boils down to physical security of your electronics and buying anonymously (so devices cannot be intercepted before they're delivered to you).