UEFI USB stick will not boot unless UEFI is turned off

I have a laptop that is running Ubuntu. The laptop supports UEFI boot as its default. I created a bootable USB stick (using dd) with another operating system (Kali). The USB stick will boot when it is in a non-UEFI, BIOS only system and I select the USB media as the boot device. If it is in the UEFI Ubuntu laptop it will boot to the onboard hardisk even when I select the USB stick as the boot media. If I turn off UEFI and boot again and select the USB stick it boots OK. What am I not understanding about how a UEFI USB stick won't boot on a UEFI system unless UEFI is disabled.