I completely agree. I will also bet a dollar to a donut HP is shipping you a installation flash drive. It will already have Windows 11 and required drivers on it. That why they're calling it a "special" usb.
I checked the drivers page for that AIO and HP does not offer f6 (pre boot) drivers to their users.
The big disadvantage I can see about this is that in the future when newer versions of Windows 11 are released, you won't be able to make current iso boot usb drives that will work as you won't have a preboot driver available to install during installation.
I also noticed something else about that AIO. Did it come to you in S mode???.