Windows option on boot screen. Why?

Hello

I recently wanted to reinstall my 2014 retina iMac from an external USB drive.

I completely erased and then rebuilt the fusion drive following this: https://discussions.apple.com/thread/7252742?answerId=29014102022#29014102022

Then the strange thing comes:

when I boot holding the option key, I see the following screen, so everything is normal:

Then I connect my USB pendrive which contains macOS High Sierra installation files and the following TWO options appear:

I prepared the pendrive following this guide: https://support.apple.com/en-us/HT201372

Why do I see a Windows option when the whole internal disk is erased and then rebuilt and my USB pendrive does not contain anything windows related?

I also connected that same pendrive to my 2017 retina iMac and booted holding the option key. On my 2017 machine, there is no Windows option popping up.

I did an SMC and NVRAM reset on my 2014 machine following the official Apple guidelines, but I still have the "Windows" option on boot screen, but only if I connect my pendrive. When i disconnect it, the "Install macOS High Sierra" and "Windows" options disappear.

Thank you