Maybe it’s a problem of Rufus then. Try to use another program, it’s a bunch of them available. Personally I’ve no problem booting from USB in both UEFI and BIOS modes, though I’ve not tried Rufus.
I have read elsewhere, that you can only boot WinPE UDFI system from USB drive, not grub2 or other linux, this is BIOS limitation. Not verified this though.