Comment by mook

In the particular case of thumbs.db, storing them in NTFS alternate data streams would have been a good idea; they're essentially caches for the main data stream, so if they fail to copy to different filesystems it's totally fine. Of course, that wasn't viable because 1) IIRC that was before the widespread adoption of NTFS, and 2) they probably still need the cache somewhere for vFAT USB drives.