Why doesn System Restore protect FAT32 disks?
System Restore doesn’t protect FAT32 and other FAT disks because FAT disks don’t support the use of shadow copies. Shadow copies contain information about changes to documents and system files. Shadow copies require the NTFS file system. In this version of Windows, System Restore uses shadow copies to create restore points. If you store system files on a FAT disk, you cannot use System Restore to undo changes.