Are the files still on your iCloud? If so, are there any previous versions on your USB Drive that might confuse the data? It might not be an iCloud issue as much as it's a transfer one. Because you moved them from the iCloud to your USB, you essentially made them a single new file. If you try and modify them and move them back to the cloud, from you USB without the other versions there, the newest or most recently modified one will be your only copy.
I don't know if there is a way to get back the previous versions, but you will currently have the most recent ones at the very least.
Here is what I believe is happening.
Your iCloud documents are (by default) backed up by Time Machine. Your USB stick, as an external drive, is added to Time Machine’s Excluded items list (Options… in the Time Machine Preferences) by default, so your documents there will never have any revision history from Time Machine.
By changing Time Machine to include your USB Stick, you now run the risk of having mismatched, same document, revision history on iCloud and your USB Stick. If you eventually put these USB stick document back on iCloud, then you may not like Time Machine looking in two places and finding different revision histories.
I think Apple thought this through and decided to protect end users from this potential bifurcated confusion.