Raymond: "Write-behind caching is disabled by default on removable drives. You get into this mess only if you override the default."
xpclient: "I checked that same drive on XP/Vista/7/8 and XP blocks NTFS if it's set for Quick Removal and allows NTFS if set for Performance but Vista and later OSes allow formatting it as NTFS irrespective of whether it's set for Quick Removal or Performance."
There seems to be an underlying story here which I've somehow missed. Did Windows Vista introduce support for NTFS and Quick Removal? Did prior versions of Windows not support that configuration?