The official documentation should be corrected and mention that the Pi Zero 2W can boot from mass storage out of the box, no SD inserted and no OTP bit setting required, exactly like the Pi 3B+ does.
I know, I boot mine from an SSD on a usb adapter: just flash the OS to the SSD, using "Disks" on Mint ... since the Pi Imager won't recognized the SSD drive.
jrb.