This is a file system limitation that affects both Mac's and PC's, and the only workaround is to format the drive to exFAT. FAT32 has several limitations, including a 4 GB per-file limit.
For a hard drive to be able to be read and written to in both a PC and Mac computer, it must be formatted to or file format. Most WD Drives come formatted in the NTFS (Windows) or HFS+ (Mac) format. This is useful if a drive is being used under both to move files between the two environments. This allows the drive to be used on both Windows and macOS.*END A Western Digital external hard drive can be used on both Windows and Mac OSX. This answer explains how to format a drive in the exFAT or FAT32 file system.
