That’s true, I remember being a bit confused when I found that Windows was extremely picky about what it booted from, with weird hacks being required to boot a Win2K or XP installer from anything other than an optical disc. Both OS 9 and OS X were pretty lax about that.
Yeah I booted from USB HDD for a while in the XP days but it was necessary to edit the registry to make sure all USB related drivers would load at an earlier stage during boot.
And installing any updates would usually revert this, leading to an unbootable system :/
Not sure if this still works like that but it was a total PITA.