Can't boot from bootable USB and install window on freshly created Windows VM

[php4fan]

1. I wasted an hour of my life downloading and creating an installable USB drive with Windows 10, using Microsoft's official tool.
2. In Virtual Box on a Linux host, I created a VM, chose Windows as the machine type, enabled the USB controller,
3. Then I plugged the physical Windows bootable USB drive into the host's physical USB port, and added that device to the VM
4. I powered on the VM and I was asked to choose whether to boot from a physical optical drive on the host, an ISO image simulating an optical drive, and I don't remember what other options, but there was no option to boot from the USB drive.

I should have that option. Now I have to start over and download a DVD ISO image and use that.