2Gb files too big to be transferred to USB flash drive

Hello.

I have recently stumbled upon this thing and it's really annoying.

I have always been able to tranfer any file I wanted to my USB flash drives as long as it was smaller than 4Gb.

For some reason, lately I cannot transfer any file that is somewhere over 2Gb.

Some files will be 2,6Gb and will be transferred, and others may be 2,2Gb and cannot be transferred.

But the majority is somewhere around 2Gb.

I have tried with many different flash drives and I always get the same popup "The file cannot be copied because it is too large for the destination file system".

I have not changed anything or messed up with anything (intentionally at least) in my macbook or my flash drives, so I don't believe I did something and "broke" it.

Any suggestions?