I went through this yesterday with no success.
Formatted FAT32, built with the MS Media Creation Tool, and checked there was no SD card installed (thanks GreyFox7!).
Still didn't work.
This morning I've also just tested with an OpenSuse Linux LiveUSB that I have used with it previously on 8.1, and this will not boot either. (I've check BIOS settings are for USB - Secure Boot on or off makes no difference).
Given this detail, it eliminates any issue with the media creation or USB formatting - it seems that some machines (like mine and lyrebird's) are rendered unable to boot to USB by the Win10 update.