Beelink PC switches off when selecting USD from boot menu

Mech

Hello,
I'm trying to instal an operation system on a Beelink PC. When selecting the USB drive (or any other option) from the boot menu, the PC switches off.

Tried different USB dongle - no success.
Tried changing the boot mode to legacy - no success.
Tried Linux instead of Windows - no success.

Does anyone know what can cause this?