That in itself is a problem because that means it is exFAT-formatted. But the exFAT file system really hasn't worked well in later versions of MacOS, and the general advice is to avoid it in favor of native file systems (HFS+ and APFS).
As a very minimum precaution, never work directly to/from the external drive (from either OS). Always work to local drive, then copy over.
Another often overlooked cause of corruption is loose cables and connectors. It only takes a little accidental bump to break connection for a microsecond. Be very careful to not touch the drive when any read or write is going on. This isn't a problem for hard-wired internal drives, but there's a lot of wear and tear with external drive cables.