It is a limitation of the OS itself. It sees USB drives the same way it sees IDE or SCSI drives, and limits you to one type of file system. The LAN uses networking protocols, and the drive type is transparent because the computer converts the data before sending, and after receiving. If it wasn't, the internet and most other networks wouldn't work, unless every computer was the same OS.
I have a pair of "Mad Dog Multimedia MD-AEN350USB2 USB2.0 USB drive enclosure" that I use to work on computers On has a FAT32 drive, the other has a NTFS drive. The computers don't recognize it if you use the wrong file type.
They were about $25 each, and have used 30 to 40 GB drives in them that I had salvaged from a pair of dead computers.