I don't use Windows so can't check myself, but Step 3 in this instruction says "You can choose between NTFS, FAT32, or exFAT for the file system"
Are you saying that it not true?
https://www.solveyourtech.com/how-to-format-hard-drive-in-windows-11-a-step-by-step-guide/
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As posted in the first reply to the thread!