I always need a FAT32 formatted drive so that I can upgrade some firmware or BIOS updates. I also need FAT32 for things like network equipment that only take FAT32 still, even the new stuff, looking at you Cisco. You can format a larger 64GB+ thumb drive with Microsoft Windows 11 natively, no need for extra apps. You can use the built in diskpart utility.
First step is to hit your windows key, and type CMD. Right click CMD and run it as administrator. Then you can drop into diskpark:
diskpart
list disk
select disk X (select the disk you know is yours)
clean
create partition primary size=32768
select partition 1
format fs=fat32 quick
exit
Done, now you have a drive that is fat32 formatted and you can dump your files on it that you need.