Since there were folders named efi and syslinux on the USB, I just made a test.

And, I have figured out that the problem is with the bootloader.
While the OS is fully installed on the USB and this USB is plugged in, I updated GRUB. So the on-USB, working Chromium distribution is now listed in my boot menu.

Then I attempted to boot the USB using GRUB, rather than booting the USB by giving BIOS hard drive priority.
It failed.

So, my assumption that the OS type is EFI was true. But in my BIOS, "EFI Mode" is off. And if I switch it on, then my legacy OSs may stop working.
Thus, my new question should be: How do I get Chromium to serve as a legacy OS?