I did a dd
as per https://www.openbsd.org/faq/faq4.html#MkInsMedia
The boot menu:

The two uppermost entries are OpenBSD installer on a microSD-to-USB adapter and on a USB flash drive.
There is no BIOS settings to switch SATA to EFI or USB to legacy, only "Removable Media Boot" Enabled/Disabled.
This machine doesn't boot OpenBSD installer drives. On another brand-and-model machine, they boot.
On this machine, Linux and Windows USB drives boot.
OpenBSD works on this machine - I put a HDD with OpenBSD from another machine, and it works. I can follow this route of course, but why doesn't the installer boot?
This is a HP t610 thin client