There is a possibility that you are configured to use Fastboot in Windows and this is creating a condition where the option to enter into BIOS/UEFI goes by so fast that the F2 key-press isn't being able to be registered.
There is a possibility that you are configured to use Fastboot in Windows and this is creating a condition where the option to enter into BIOS/UEFI goes by so fast that the F2 key-press isn't being able to be registered.