This can be done via console for Windows 10/11 iso images (Not sure about 8/7, but leave any comment if it worked for you).
Start connecting your usb drive and type diskutil list to display all connected drives.
You'll see something like:

/dev/disk0 (internal):
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:      GUID_partition_scheme                         500.3 GB   disk0
   1:                        EFI EFI                     314.6 MB   disk0s1
   2:                 Apple_APFS Container disk1         500.0 GB   disk0s2

/dev/disk1 (synthesized):
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:      APFS Container Scheme -                      +500.0 GB   disk1
                                 Physical Store disk0s2
   1:                APFS Volume Macintosh HD            185.7 GB   disk1s1
   2:                APFS Volume Preboot                 47.1 MB    disk1s2
   3:                APFS Volume Recovery                512.8 MB   disk1s3
   4:                APFS Volume VM                      4.3 GB     disk1s4

/dev/disk2 (external, physical):
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:     FDisk_partition_scheme                        *15.6 GB    disk2
   1:                 DOS_FAT_32 LALA                    15.6 GB    disk2s1

For my case, the usb drive was /dev/disk2. Knowing this, format your usb drive with:

diskutil eraseDisk MS-DOS "WINDOWS10" MBR disk2

where disk2 is the usb drive id known in the prior command and "WINDOWS10" is the volume label (to be used later).
Please double check this step, or you could delete all data in another drive.
Then mount your image with:

hdiutil mount your_windows_10_image.iso

the command will return the location of the mounted iso

/dev/disk3                                      /Volumes/CPRA_X64FREV_ES-MX_DV5

so finally copy all the files from the mounted iso to your usb drive:

cp -rpv /Volumes/CPRA_X64FREV_ES-MX_DV5/* /Volumes/WINDOWS10

Update:

Look closely the copied files, as if you see a message like:

cp: /Volumes/CPRA_X64FREV_ES-MX_DV5/sources/install.wim: File too large

that's because the install.wim file is larger than 4GB, too large for your just created FAT32 partition in your USB stick (back in the day I originally posted this answer, probably the file wasn't that big). In this case, you will need to slipt it and copy it with the Windows Imaging libraries. So, using Homebrew install them with:

brew install wimlib

then call after (clearly, replacing the volume folder names to yours):

wimlib-imagex split /Volumes/CPRA_X64FREV_ES-MX_DV5/sources/install.wim /Volumes/WINDOWS10/sources/install.swm 3000

and now you will have two or more files with a swm extension instead of wim, where they won't be larger than 3GB

-rwxrwxrwx  1 alter  staff   2.9G 26 Nov 01:03 /Volumes/WINDOWS10/sources/install.swm
-rwxrwxrwx  1 alter  staff   1.5G 26 Nov 01:08 /Volumes/WINDOWS10/sources/install2.swm