https://bugs.winehq.org/show_bug.cgi?id=51016
--- Comment #1 from Rafał Mużyło galtgendo@o2.pl --- More likely that's related to something I consider a major *Windows* bug.
Without some extra work Windows is unable to recognize USB keys with a partition table (or at least that had still been the case in Win7) - Linux has no problem with that.
Likely the software you're referring to has some dumb check that considers that bug a feature.