This is why you use a HDD or SSD as cold storage. I always figured that something used so widely would cause a lot of problems if an vulnerability was found in it.
Everything described in this article is possible to do with a HDD or SDD.
And this problem isn't just limited to storage devices, it encompasses ALL of your computer hardware. Similar attacks have been done by modifying a motherboards BIOS, firmware on network cards, and this has been known for a LONG time.
http://arstechnica.com/security/2013/10/meet-badbios-the-mysterious-mac-and-pc-malware-that-jumps-airgaps/Think about it: even your mouse could have a tiny wireless receiver in it that would allow an attacker to move it remotely, or be pre-programmed with a macro that executes when you're not using it.
Or how about your Trezor (hardware Bitcoin wallet)?
Even the NSA leaks showed us that the NSA intercepts computer hardware in the mail going to "targets" and make modifications to it:
http://www.theverge.com/2013/12/29/5253226/nsa-cia-fbi-laptop-usb-plant-spyHow do you prevent it? If you feel that an adversary would try these kind of attacks on you, source all your hardware from reputable sources that you trust and if you know how, check it hasn't been modified in any obvious way - just like you should do with software you install on your machine.