XPS-13-9370 Cannot boot on windows bootable USB using USB A-C Adapter

I created a bootable USB Key for Windows 10, and want to boot on this Key to install Windows on a separate partition. I already have Ubuntu 18.04 running on another partition. (GPT mode).

In my case, I plug the USB Key in a USB A to USB C adapter. The BIOS does not shows the USB as a bootable option. I know the Window bootable USB key is working : It has been recognized has a bootable option by another Dell, plugging the key directly without any adapter.

Details : 

• Bios version : 1.12.1
• I created the bootable USB Key using Rufus, and chose GPT mode
• I was able to boot on the same key, when Ubuntu Live was installed on it