"During a stop-over in Hong Kong, he finds a spare USB key in his hotel room. Curious, he inserts it into his laptop. By the time he arrives in Australia, his computer is infected."[1]
This was the one of the infection vectors for a large flare-up between the Chinese government and a number of Australian based mining companies, all well before the Snowden leaks that have only made the world more complex.
Given the choice between frying an employee's USB / computer (small monetary loss) and allowing trade secrets to fall into the hands of competitors / customers (large monetary loss), it's not crazy to opt for the former.
Standard practice has even gone further. A colleague of mine purchases fresh laptops for when he goes overseas and then never uses them again. He doesn't even work in an industry where commercial secrets are common. I'd hope that anywhere that features security implications or commercial secrets would also act at this level.
Perhaps an innocuous version of this, which starts a high pitch whistle, would be useful in a corporate environment. Less destructive but resulting in the the same security awareness.
[1]: http://www.abc.net.au/4corners/special_eds/20100419/cyber/