I can't seem to use a FAT32 formatted USB stick to transfer waveform pictures from the scope to my Windows 10 PC without getting a Windows message of:
"There's a problem with this drive. Scan the drive now and fix it."
I get this message all the time when moving media from a non-Windows system (linux, cameras, whatever) to Windows. The likely cause of the message is that the USB stick was unplugged without being properly dismounted. Apparently Linux sets a dirty bit when a FAT USB is mounted and only cleans it up if you do a proper unmount. I don't know why NTFS seems to be resistant to this problem (I rarely use NTFS formatted USB sticks). Maybe it's because NTFS is a journalled file system so it can always roll back to a known good state?
There's no reason to scan the drive for this "problem", however there are a couple caveats:
1. linux does cache a lot of disk writes and won't flush them to physical media until unmounted. I believe that for removable media it flushes writes whenever a file is closed. But you still should take some care with this.
2. Windows will display that message for a variety of problems, not just this particular problem. So it's not always a meaningless annoyance.
In practice, I can't remember when I've ever actually run into a problem ignoring the message.