The current file system landscape on removable devices is the same as 20 years ago, especially from an end users perspective: 

FAT32 is predominant here and despite KDE being a mainly a Linux oriented desktop environment, a considerable significant amount of people interact with these two file systems all the time. 

This also includes interaction with Android and so on. 
I suggest a new feature, that checks before a transition gets started if the file names are correct and so on. 

STEPS TO REPRODUCE
1. Copy a file with a colon in its name to a casual sd-card.
2. See an error message which explains zero about the root cause. 
3. Consider changing this. ;)

OBSERVED RESULT

The error message says zero about the true cause, or how to fix it. 

EXPECTED RESULT

"This file can not be copied since the target file system (FAT32) does not support the following characters: 

" * / : < > ? \ | + , . ; = [ ]

Please change the file name or the targets file system. 


ADDITIONAL INFORMATION

Reference https://en.wikipedia.org/wiki/Filename#Comparison_of_filename_limitations