Seriously. My corporation has made it impossible for us to use USB sticks, external hard drives, etc. on company computers. Well, if you go before a panel and prove why you need one, they will give you a hardened one that you can use. But you really have to have a good excuse.
mine does the same, but boot from USB still works fine. It's security theater for the bosses who don't know the difference. The more annoyed everyone is the more the bosses think we have 'good' security.
Ours is different. If you so much as plug in a USB stick you will be contacted by security with minutes and your boss and their boss will be involved.
Back in highschool I had an old USB drive with a Linux install, it worked fine. I also had a copy of tor browser, so I could watch YouTube. Good times. I learned quite a bit about networking and windows security.