How to fix EFI boot "Software Update is Required for this disk" when trying to boot linux? I created a bootable linux USB following Ubuntu's tutorial. When I startup the machine holding Option an EFI Boot drive shows up. When I select it, it goes to Apple Logo Loading > Then Light Grey Screen > Apple Logo Loading Again > Then the messages below show up:



With internet, I can update whatever this is, it takes 4 minutes, then the machine reboots to normal Macintosh HD. When I boot back again it keeps asking for an update. I updated 4 times and it stills shows up.

Without internet, the message below shows up:


When I click "Startup Disk" the EFI boot does not show up and all I can select is my Macintosh HD.

 (this image is from a forum, my Macbook is up-to-date, MacOS Catalina 10.15.4)

Googling up I found this could happen because of T2 chip securities, I disabled all of it's securities in recovery mode. The problem persists.
What may be causing this issue? How can I fix it?
I am having this exact same issue following the exact same Ubuntu Tutorial. Have tried a multitude of variations with the security settings...but nothing helps and after it's downloaded something (approx 70%-ish?) the screen goes black, comes back on with Apple logo and boots into my regular Mac HD.
My supposition is the process breaks the OS and we have to follow a different path to run this software.
EDIT: To add, and an FYI, following the same Ubuntu tutorial from above, but now for a bootable DVD instead, gives the same 'error' loop.
It appears (to me at least) that any kind of external media, whether that be USB flash drives or DVDs/CDs, currently aren't supported by the Boot manager under MacOS (Catalina: version 10.15.6) despite lowering/altering the T2 chip's security settings.
EDIT 2: as Topic starter mentioned below, 2019 Macs do not support alternative OS other than Windows for now. Thanks for all your insights and let's hope someday Ubuntu will also be supported.