That's a message from the Windows installer. Normally you would have to remove the optical disc after the files are copied or change the boot order/devices when the first stage of the installation ends and the computer is rebooted. With this trick, you don't have to do anything.

It is legacy boot, not UEFI. And I vaguely remember that this message came from the boot loader on the CD, of all places. It was a convenience for the user, who forgot the CD in the drive.

> It was a convenience for the user, who forgot the CD in the drive.

because computers should never automatically boot from external or removable storage

that's why a more modern version of the same message exists

https://i.imgur.com/JVW8c7b.png

This is what I'm getting: https://imgur.com/a/C7NNXCr

It won't boot from USB if the internal drive boots, or unless I manually change boot order.