As backup to my 'fact' I refer Capricorny to the question:

Knoppix is a distribution designed to be booted straight from portable media such as USB devices, CDs and DVDs, is this correct?

In the interview with Klaus Knopper last September, here:
http://www.everydaylinuxuser.com/2013/09/the-klaus-knopper-interview.html

While it may be true that to install to an NTFS partition is not completely safe because Microsoft may come along and nuke it in a service update I have not had a problem with this. Guess it depends how paranoid you are about Microsoft.