Had the same problem with X370 XPower Gaming Titanium (bios 7A31v16).
The solution was not to use quick boot menu (F11), but simply go to UEFI Bios and manually set the boot sequence to USB.
Save&Reset and it works. Just remember to set boot priority back to your primary drive when finished.
For me it works like a charm, installed Windows, used Ubuntu LiveUSB, some other versions of Linux for disk tools...
So to me it looks like the only problem is the quick boot menu. MSI fix it, it is quite embarrassing that a simple functionality like this is not working (on a 300$ MB mind you
), especially when you have in mind that it is at least a 15 year old tool that I have never even heard about not working
Hope it works for you too.