As I wanted to use SD card to move files from my laptop to Surface Go, it made sense to encryt the data. Easy, just right-click on the drive and turn on BitLocker, I thought. However, my SD card didn't give me such option. For some reason Microsoft decided to not show this option in context menu.
However, one can still encrypt it using command line. Syntax it a bit annyoying but workable. In my example, I had my SD card mounted as drive
manage-bde.exe -on S: -password -s
To check how the process goes, you can use
To make things even better, once encrypted, these disks are usable on Ubuntu 22.04 too. You might just want to install exFAT support.
sudo add-apt-repository universe
sudo apt update
sudo apt install exfat-fuse exfatprogs