While FAT/exFAT leave the possibility of a variety of different types of filesystem inconsistency, these seem to be fairly rare in actual practice, probably in good part due to Windows disabling writecaching on devices it thinks are portable. This kind of special handling of external devices is sort of distasteful, and leads to some real downsides on Windows (e.g. LDM handling USB devices weird), but using a newer file system doesn't really eliminate that problem - NTFS and Ext* external devices require special handling on mounting to avoid the problems that come from file permissions traveling from machine to machine, for example.