That's the norm, when the install media has finished whether it be cd or usb a message appears to tell you to remove the media and reboot.
Your specific error implies there is no OS on that USB that the system is able to find, the machine booted from the install USB so it appears to have no issue booting from usb.
Either the install to usb has failed each time or there is a bios setting, I remember reading somewhere that MSI m'boards have a Secure Boot option, disabling this might help, but as it booted from the install usb this may not be the problem.
Have you tried the usb that omv has been installed on on another machine? this would confirm that the install to the usb was successful and it is capable of booting.
Do I have to remove the install USB when the message shows up or do I hit enter and wait until it reboots itself, then power off and remove the install USB?