It's the same deal I've written about with AOMEI Backupper in the past, where a newly created USB stick will not boot with Secure Boot enabled. It was not an issue with Macrium Reflect in the past -- I started using it back around 2015 because they had the only USB stick that would boot my tablet, which is 32-bit UEFI. I experienced the problem when I finished setting up a PC for my son, fired up my *Paid* copy of Macrium Reflect 8 to create a USB stick for him to use, and it wouldn't work! I couldn't imagine their devs had screwed up, had missed something so elementary, so I wasted over an hour trying different USB sticks figuring it was some incompatibility with the new motherboard. BUT, did they in fact miss it -- they've got a new CEO, a new version that's incompatible with all their older versions, which for years included a now discontinued free version, and a new subscription pricing model. Do they feel that breaking those USB sticks is a good way to encourage users to upgrade? Macrium Reflect downloads WinPE files from Microsoft, creates the file set it sticks on a USB stick, and stores that locally on your hard disk. While those files are stored on my hard disk, This Time it did a full download again, that purposely or not was broken.
At any rate, rename a copy of C:\Windows\ Boot\ EFI\ bootmgfw.efi to bootx64.efi and use it to overwrite the copy on the USB stick and it should boot just fine.