Formatting fails when volume is on a a NAS

Here is the situation:

• vSphere 5.1
• Synology NAS on the network.
• Client VM is Windows 2012 x64

I created a 100GB VHD for the VM on the NAS:

• Thick Provision Lazy Zeroed
• Independent, Persistent

I then went into Windows Disk Management and create a new Basic, Primary Partition and assigned a drive letter.

However, when I try to format, it fails at the very end with the message "Windows was unable to complete the format". I tried both Full and Quick format.

I have no problem formatting VHDs on the regular hard drives.  I also can create and use Data Stores on the NAS.  I just can't create and use a VHD on the NAS.

Is there something special about a VHD on a NAS?

Thanks for any tips.