HFS+ is the native file system, and inherently supports the storage of the metadata being recorded here.
So you won’t see resource forks and other data on an HFS+ volume, though you will find .DS_Store settings file in any directories visited with Finder.
Microsoft FAT does not support resource forks and related metadata storage, and has always done what you are encountering here when used with macOS; the creation of these (hidden on macOS) dot files.
If you’d like to see the hidden dot files on macOS, use the Finder chord Command-Shift-Period to toggle the display.
Want to see a whole lot more hidden files on your Mac? Go to your home directory in Finder, and use the Command-Shift-Period chord to toggle hidden-file display there. On a typical Mac, you’ll find hidden files. Often lots of them.
Run some web searches, and you will find many previous discussions going back a decade or more with macOS and OS X.
Dot files as hidden files for metadata and for settings go back ~forty years on Unix, and on Linux, macOS, illumos and other Unix-influenced or Unix-descended systems.
Welcome to knowing a little bit more about the operating system and the file systems you’re using.