Hi Sibro,
What is totally missing here is that Rufus creates a FAT12 partition of 512KB at the end of the USB device right after the NTFS partition. That FAT12 partition is the one used for Booting. It contains an EFI folder and a readme.txt with this:
This partition was created by Rufus (https://rufus.ie). It is used for booting NTFS and exFAT partitions in UEFI mode. For details, see https://github.com/pbatard/uefi-ntfs.
In the EFI Folder there are 2 subfolders Boot and Rufus with all the stuff needed for booting.
So there is no booting directly from NTFS.
Here is what the USB Flash looks like:

Here is why they tell you to disable Secure Boot. Looks a little messy to me.

Also when trying to clean the USB stick with Diskpart, after messing it up with Rufus, it gets a nice GSOD
and the device becomes unusable.
Not what I would expect or want. That is why I stay away from Rufus. 😉