Just to give a further explanation so you know why you have to do the reformat, Buffalo NAS's are not native Windows devices. NTFS is actually a format made specifically for Windows. Thus, in order for a drive with NTFS to be networked, it would essentially have to have a form of the Windows OS on it.
The Buffalo utlizes a protocol called Samba to translate between the XFS and NTFS formats. This is why you can swap files over a network. But since the drives are in XFS, you cannot just plug it in through USB and have access. This also means after you format your USB drive, it won't be able to be read in a Windows USB port.