The Hassio version of the raspberry pi is running on top of a custom version of linux. It doesn’t appear that there is any support for USB boot for the Pi4 at this time.
The link that I followed:
https://www.home-assistant.io/blog/2019/12/17/hassos-release-3/
Even though I do have pi3 to test on, not sure I would follow this as it permanently alters the bios configuration.
At this point I am sticking with the install procedure at: https://community.home-assistant.io/t/install-hassio-on-raspberry-pi-4-raspbian-buster-with-windows-pc/164394
You kind of have to read between the lines for the preparatory commands to execute; but use the final part defined by “SKAL” for the rpi4.