You can't, but you can convert from FAT32 to NTFS without losing any data. It's a perfectly valid question. There could be some utility out there like the CONVERT command but for Mac. I haven't seen one, but it's not out of the realm of possibility...
Sorry, I formed that question wrong. I was genuinely curious, reading it again it sounds more pretentious than anything.
I had never known of any formatting process that allowed you to keep data.