Windows Fast Startup / hybrid sleep will cause this issue. The computer doesn't fully shut down when this mode is enabled. If I have "Allow hybrid sleep" enabled on control panel power options I can not access my BIOS / UEFI on boot up with a keyboard key. That prompt never happens.
Turning on fast boot in my BIOS is not an issue for me. With hybrid sleep off I can still get BIOS access on boot via the keyboard key. as always though YMMV.