All I could think is that the USB is set as the first boot device in the bios. But it would be odd for it not to ignore the USB if it is not a boot device.
Was Windows 11 supplied pre-installed on the device?
Can you enter the bios during boot (you will need to select Start > Power > Restart) then tap the F11 or F12 key during power on until the bios menu appears. Check the boot order in the bios menu and see what it shows.