Just to qualify my earlier post about Android boxes and NTFS, some Android boxes do support it... the Nvidia Shield is one.
However I recently bought a top-of-the-range Google certified Mecool KM2 PLUS Deluxe box with 4GB RAM DDR4 and 32GB ROM for 4,500 baht from Lazada, and exFAT and NTFS was not supported.
None of my external USB drives would work with it, but my 32GB FAT32 USB pen drives would.
The other issue with it was that it was advertised as being able to play Dolby Vision and ATMOS media files... which it would not... only if they were streamed from Netflix.
After a lot of to/fro with the vendor and Lazada I was able to return the box for a full refund.
Note the price of the "good" Android box? 4,500 baht. The mini PC I bought was 1.6 times the price of the Android box, not 4x as claimed by another member. By comparison the latest NVidia Shield PRO 4K HDR with 3GB RAM and 16GB ROM is retailing for around 25,000 baht, so I think that the price of the mini PC is a valid competitor.
Companies can integrate exFAT and/or NTFS into a specific group of consumer devices, including Android boxes, cameras, camcorders, digital photo frames etc. but they have to pay a fee paid to Microsoft as they are propriety operating systems, which is why you must do your homework first when it comes to Android boxes.
By the way, like any Windows PC you can set a mini PC to update in silent/sleeping hours so it never updates whilst you are watching a movie.
It also has Bluetooth and Wifi if that is your preferred method of connecting to the internet.
Personally, I like a hard-wired connection via ethernet cable for streaming, even if the average throughput of a Wifi connection is deemed sufficient, wired connections are more stable and reliable and gives you consistent speeds and low latency, whereas Wi-Fi does not.