You sure you want to do this? You may have a harder time ejecting your disk when you're done with it, since Windows will keep it active longer than usual.
In any case, here's what you can do:
Go to Device Manager
Look for your flash drive under Disk Drives. Right-click on it and select Properties.
Under the Policies tab, select Optimize for Performance, then click OK.
Try formatting the disk again through Windows. You should now see an option for NTFS.
Hope this helps!