People suggested formatting to exFAT which is valid, but first you could just try either compressing the file (tar czvf file tarball.tgz for instance). FAT32 cannot handle files larger than 4GB, and compression might just make your file small enough.
As a workaround you could also split it in half and stich it back on the target machine
I don't mind paying full price for a game, as long as I own it in the end and that the game is not ridiculously short.
Paying 70 euros for a game with less than 7hrs of playtime to get to the end, and artificially padded with collectibles around a open world is a ripoff especially when the game requires licensing servers to be online to play, even for single-player.