Correct, they can generally only read FAT32. FAT32, HFS+, NTFS, Ext4, etc. are not partition maps, rather they are different file systems. The partition map or type divides a physical disk into logical units called partitions, which then typically are formatted into a file system. Apple gives us a choice of 3 partition types; GUID, Apple Partition Map and Master Boot Record (MBR). If you need to boot up an Intel Mac from a drive, it must have GUID partitioning. If you must boot up a non-Intel OSX Mac, it must have an Apple Partition Map. If you need to boot up a MICROSOFT Windows machine, It must have a MBR partitioning.
If all you are using the USB thumb drive for is file transfer to non-Apple devices, the most compatible choice is MBR partition with FAT32 file system, although most devices seem to work just fine with GUID partition and FAT32 around my house.