As a workaround, you could assign a drive letter and use that.
For a more reliable configuration, you might want to write a script that both sets the drive letter & launches the Gramps application. Naturally, it’d still ugly if you removed the USB in mid-session.
Create a Shortcut for the script & change its properties to Run as Minimized
To make sure a Command console isn’t left open for the whole session, put the following line at the beginning of the script:
@echo off > nul