People using USB sticks or external hard drives both on MacOS and Windows operating systems might experience compatibility issues at some point. For example, you might use a USB stick on MacOS at home. Then you might try to use the stick later on a Windows machine at the office, but can’t open it and you might be asked to re-format it.
I often have to use my flash drive (I really enjoy Corsair Survivor USB 3.0) or external HDD with large files, both on MacOS and Windows. After experiencing several similar issues as in example, I found simple solution.