HDD visible in Linux, but Windows doesn't 'detect', even in Disc Manager

Hi, I have a HDD that I bought a few years ago, but from the start, it has not been getting recognised by Windows. I tried to return, saying that my Win 7 PC doesn't recognise, but the company did not return. When I plug it into a USB port, its light turns on for a few seconds, then turns off, and I can feel the disc spinning at a uniform speed, but Windows doesn't show it in My computer, or even in Disc/Partition manager. I have tried formatting it in Fat32 and ExFat formats using Ubuntu, where it gets detected (on my same PC using same USB port), but as soon as I boot into Windows, it again becomes invisible to my PC. Anything I can try to do? ADATA HD650 1TB.
Thanks.