How do I encrypt my flash drive on Mac?

Hello, I have 2022 MacBook Pro 13.3" Laptop - Apple M2 chip - 16GB Memory - 512GB SSD Model: Z16S4LL/A

I am having an issue with password encrypting my Sandisk USB Flash Drives. I have two flash drives one is 64gb and the other is 128gb. Neither of them I am able to password encrypt when I erase and reformat it in Disk Utility.

When I go to Disk Utility and erase it only gives me these options only:

Mac OS Extended (Journaled)

Mac OS Extended (Case-sensitive, Journaled)

ExFAT

MS-DOS (FAT)

I do not have any option for APFS Encrypted. When I try Mac OS Extended (Journaled) and Mac OS Extended (Case-sensitive, Journaled) it does not give me a pop up to type a password and just format it in which anyone can open it and have access.

Also, it does not give me an option to change the Scheme from MBR to GPT (aka GUID Partition Map).

I also have a Seagate and Lacie each over 1TB external drives and those work where I am able to password encrypt with APFS, but these USB flash drives I am not able to.

If someone can help me, I would appreciate.

Thank You