TrueB is absolutely correct here, as external USB drives are treated very differently by Windows than SATA drives
This is why the Installation Guide, in the 'Preparation' section, states Installing to an external USB drive is not recommended, as it tends to be accumulatively unreliable in the long term. This mode is not supported by the main forum, because everyone who’s tried it has run into problems!
If you only have one internal drive, this would explain why you're not being offered a different installation option
Your solutions are to either
1. Partition your C:\ drive to create a separate drive for games, data, etc
2. Install an additional SATA drive
Ideally go for a SSD drive, as it will shorten your loading times between maps considerably, in any STALKER game