Do XP format Pen Drive with NTFS ??

Whenever I Format My Pen Drive(4 GB) with NTFS in Windows XP, I must set it’s policy to “Optimize for Peformance”. . but i need not to do so in Windows 7. . there is always an NTFS option in FORMAT menu.
Does XP not Support Formatting Pen Drive as NTFS in “Optimize for Quick Removal” & Why? ? while Windows 7 Supports so.
Thanks!