I often feel we missed a chance to make booting from removable media real easy.
If we had built ISO support into EFI, you could just copy an ISO (like a container) to a MBR or GPT partitioned thumb drive and boot it - no magic tools required, no bits to set. Yes FAT32 has a 4gb limitation, but there is nothing saying that couldn't be fixed with future versions of EFI, or by using multiple partitions on thumb drive.
Either way, I feel like an opportunity was missed.