Por questoes de seguranca a Microsoft restringe o uso do AD DS ao sistema de arquivos NTFS.
"The drives that store the database, log files, and SYSVOL folder for Active Directory Domain Services (AD DS) must be placed on a local fixed volume. SYSVOL must be placed on a volume that is formatted with the NTFS file system. For security purposes, the Active Directory database and log files should be placed on a volume that is formatted with NTFS."
https://technet.microsoft.com/en-us/library/398f446a-1c1b-4358-8916-ad65ec7909a9
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