It greatly depends. With USB sticks - generally speaking and particularly with older hardware - bootability is "pure madness", the BIOS may want a partitioned

It greatly depends. With USB sticks - generally speaking and particularly with older hardware - bootability is "pure madness", the BIOS may want a partitioned or unpartitioned device, may have limit on the size of the device (i.e. 2 GB boots, 4 GB or bigger doesn't), may "like" (or not like) a given MBR or bootsector code, it is a mess. In the good ol' times there was the makebootfat "special" setup, with the same stick that was at the same time partitioned and unpartitioned, then there was the "triple boot MBR" by Tinybit (one of the Authors of grub4dos) and FBinst (by Bean, another contributor to grub4dos) to workaround some of these BIOSes limitations/strange behaviours. Often a non-bootable USB stick connected to the system is not mapped at all by the BIOS, but - again it depends - the grub4dos internal USB stack or chainloading a PloP might reveal it.