Hello, I had the same problem with my Dell T5810 workstation. I searched the internet for solutions, unfortunately without success.
I tried to localize the problem by systematically ruling out errors. Every other image boots from this USB stick, and it also meets the requirements for Unraid, so it can't be the USB stick.
Finally I checked all possible settings in the Bios and found no error there either.
After a long time of testing I found the solution.
I had to manually link the boot image as a "startup option" in the bios.
Here is a step by step guide
Insert the USB stick into the desired USB port and turn on the computer.
Go to BIOS - General - Boot Sequence
Now select UEFI and then click to "Add Boot Option".
now enter a name - for example "Unraid".
at the point "File Name:" click on the "..." on the right side
If you see more than one drive, please make sure that the UNRAID-STick is selected, then navigate to the directory "\EFI\boot\" and select the "bootx64.efi".
Confirm with "OK" and restart, now the stick should boot properly.