PCs have been switching to UEFI instead of legacy BIOS startups, one of the features of UEFI is Secure Boot, which ensures all code being run during the boot process is signed with a valid key, which most PC manufacturers have been choosing to be a Microsoft key by default because Windows requires Secure Boot and most PC users want to run Windows. Depending on the manufacturer, you may be able to switch to “legacy BIOS” boot, add your own keys, disable the check, or use a Microsoft signed stub for your alternative OS. Only the last one is guaranteed to work, though.
Even on a Windows OS, I can run any program I want
Windows 10/11 Home in S mode only allows running programs from the Microsoft Store, you need to upgrade the license if you want to “sideload” stuff.