there are more downsides,not just one.
if you do go for ntfs you'll find some difficulties using the stick as a media device for movies for example, as fat 32 is still more likely to be the better choice for movies and playback on plenty of devices.
fat 32 has a max file size of 4gb per single file,can't remember what the biggest size of partition can be, or if there is any restriction, [i should know this stuff as i did it for exams,benefits of fat 32 and ntfs etc..
Also that amazon poster isn't talking about xp, just vista, plenty of people are still using xp, and still on fat 32 or ntfs,their comments really aren't very relevant for xp users.
corsair make quality memory, they seem to have expanded in to all sorts of things in the last few years, including power supplies.