I just ran into this same thing and it drive me made. I found that if I manually created the USB (you can do it in Windows too) that you could boot up just fine without UEFI.
1. Download the latest version from the archives.
2. Format your USB drive as FAT32 and name UNRAID (if you're running Windows 10 or newer and your drive is bigger that 32 GB, you'll need to using another tool like Rufus for this)
3. Copy the ZIP file to the newly formatted drive and extract the contents there then delete the ZIP file.
4. Rename the EFI folder to EFI-
5. Right-clocl on the make_bootable.bat script and select Run as administrator.
Let it run and select No for enabling UEFI boot.
After that it worked fine. I ran through this a dozen more time with different drives using the creation tool and none of them worked. Same drives all work fine doing it manually.