How do I dual boot from an external SSD? Opening Boot Menu and selecting the SSD doesn't work

I have Linux installed in a SATA 3 SSD and mainly use it on my laptop. I have a gaming pc and I plugged it to the pc and opened Boot Menu (pressing F11) and select the name of the SSD. All I get is " Reboot and Select proper boot device or Insert Boot Media in selected Boot device and press a key". I replug the drive again and still nothing. Fiddled with the Boot Options and made sure that no other device boots except for the Windows Boot Manager and the SSD. Windows works but not for Linux in that SSD. I thought that the drive died coincidentally so I plugged it into my laptop and it worked just fine. How is this possible? The gaming pc has an MSI motherboard, and my laptop is DELL.