Why can't I get my machine into boot admin mode?

When i reboot my workstation I do not get the "..push and hold the ESCAPE
key to ..." - why?

The machine is configured in secure boot mode. To get into boot admin
mode you will need to remove all bootable media (i.e. disconnect disks,
LAN, etc.) and then power on - the boot will fail and you can then get
to boot admin and switch off secure boot mode.

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