Even worse, there is no error-checking when the FAT is modified, and filesystem errors can accumulate, leading to disk corruption. Most Windows users have learned through experience to run SCANDISK and then DEFRAG once a month to keep these problems under control, or eventually the disk becomes unusable, perhaps losing important data.
Linux normally uses its own high-performance filesystem, which uses disk space much more efficiently, optimizes for speed on reading and writing, and automatically prevents fragmentation. The Linux filesystem literally does not need a defragmenter, though one is available. The operating system notices when programs make errors writing to the disk and automatically prevents them, so there is usually no need to run a disk checker unless you notice a problem.
Because of the automatic disk cacheing that Linux uses, programs don't have to wait for the disk to finish writing data before they can can continue operations, so programs visibly run faster. About the only disadvantage, if you can call it that, is that you shouldn't just shut the power off on the computer. You're strongly advised to shut down the system first, so that any unsaved data can be written out to disk.
Even if the power fails or you accidentally switch off the system before shutting down, Linux usually can automatically recover the filesystem without problems. Although I have heard of people losing data this way, my system personally has survived a couple power losses without and data loss. (Of course, I went and added a UPS and now I don't have to worry about it...)
Of course, Linux can also read and write all FAT variants (from FAT12 to FAT32 and VFAT), Windows NT's NTFS, OS/2's HPFS, and many others you've never heard of. Often it can use them faster than their native operating system can.