I searched for this subject and came up with a very long post on P24 of this section, but it hasn't been revisited for a long time, and some newer owners of the SX series may find the information useful.
Having owned many keyboards, some with USB ports at the front, (preferable) and some at the back (as on the SX series), you may well have come across the Yamaha instruction not to use extension leads in the USB port/s.
But many of us do, and never have any issues. So what's the problem? Why do we do it?
The reason is quite simple. The sockets are at the back and difficult to reach. Unless you can plug in your pen drive cleanly, you risk scratches, poor connection issues and maybe even shorting the socket and data loss. You need to crane your neck round the keyboard to even see the USB, it's really not in an ideal place. More often that not you'll need to remove the music rest and music, pencils etc to get to it. That in itself is a real pain if you're say composing with sheet music.
Damaging a USB port is VERY expensive to get repaired. That's
IF you can even get anyone to do the repair in the first place. I've had it happen once. The socket on my old Tyros just 'gave up working' one day. Quotes to repair it were just plain crazy, half the cost of the keyboard....and in the end I simply never used it again, fitted a hard drive and occasionally updated that direct from the pc using a simple readily availabe 2.5" IDE hard drive to USB cable.
I now use a high quality 8 inch USB male to female USB connector. This stays in the keyboard at all times, and is easily accessible from the side of the music rest. I can swap out USB pen drives very simply with no risk to the keyboard itself. A good well made cable.
I think the issue Yamaha are probably warning about is that if you use a LONGER cable, then obviously the risks of catching it on something, or tripping on it, or anything like that will, in all probability yank the socket with possibly expensive results to the keyboard USB.
So my own view is quite simple. I will continue to use my short cable. It's cable tied to my music rest on the keyboard, it's physically impossible to catch it on anything, but above all, it means that I am not wearing out the original instrument socket by constantly changing out pen drives.
The choice must be yours, but I have yet to have any issues with using a SHORT cable as described.
Might help some of you.