I ran into this same issue. I thought because my Pi was brand new that it would be fully updated with the latest firmware so I skipped a step in the Pi installation, I shouldn't have. If you haven't done this step yet, you need to:
- Upgrade the EEPROM bootloader on your Pi4 to enable USB booting
- in the Raspberry Pi Imager: select CHOOSE OS > Misc Utility Images > Pi 4 EEPROM boot recovery
- click Choose SD and select your microSD card
- click Write and wait for the process to finish
- insert the microSD the Pi and apply power
- wait until the green light on the front starts flashing green rapidly
- remove the SD card and put it away
Good luck!