Why F9 (load default) isn't working?

During the process of adding an SSD to the desktop, I messed up something and I need to go through two more steps to get to the old Windows login screen as a result. Resetting the default boot should be a solution to the issue. After I click the F9 key in the Aptio setup utility, I don't see anything happening. I have the original HDD connected, but not the SSD for the reset. How to make it work?