Windows needs a driver to read/write with EXT3/2 and I think Linux can read/write to NTFS with no issues. Maybe the coding needs a re-haul and be optimized more.
As long as it is a shared drive it doesn't matter on the Guest OS what Filesystem it has, as reading/writing is done on the server.
The situation I'm talking about is if you plug it in via USB/eSata or similar. Obviously, if it's done via NAS server or similar, then that wouldn't matter as the server can translate to NFS, CIFS, etc and would work as just general storage for all OS'es that access the server with some overhead.