new disk connection issue

I have this new USB disk, formatted in exFAT. I have many other disks (Seagate and Western Digital mostly), and they have no significant issues.
But this one, when I start my main computer with this disk connect, it hangs on startup of the computer. I hear the disk spinning, and the screen remains black for as long as you want.
It seems he wants to boot from it, but still never actually does. No error is thrown whatsoever.
I removed the files which are in the root of the disk, and I also removed a System Partition on that disk. The latter I suspected as being weird to be there, but after this, the behaviour is exactly the same.
How do I use the disk then ? Well, I just have to connect it after booting into Windows.
But the things is that I don't like unlogical and explained behaviour, in particular if it prevents me to bounce my computer.
There is no other disk (in a series of some 20 USB external disks) that has this behaviour.
So the question is : what is going on ? How do I prevent this behaviour ?

Bayern said:

I have this new USB disk, formatted in exFAT

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Please provide maker/model and size of drive.