Here in Poland, I've already had several banks and at least one insurer send me CD-ROMs. Never heard of anyone sending USB sticks before, but I'm not surprised. The problem is, approximately no one owns a CD/DVD reader anymore, and there are no modern read-only physical media. With SD cards also going the way of the floppy, USB stick is just about the only medium you can hope most customers have means to read.
AFAIK notch is just declaration of intent, like with floppies and magnetic tapes - it's politely asking the reading device to not write to the medium, and it's up to the device to respect it (or up to user to not bridge the notch with a piece of tape).
Still, actual write-once (or read/write until hardware fuse is triggered, read-only afterwards) SD cards should be possible to make.
Since SD cards and USB sticks are both just computers you plug in to a network port on your computer, they could definitely make write-once SD card controllers.