RPi5 boot selector not coming up

Some recent discussion here and elsewhere motivated me to
take a look and the new Raspberry Pi boot manager on my Pi5.

After going through instructions to install it, which seemed
to be just updating to the latest firmware, holding down the
spacebar during both warm and cold reboots doesn't start any
sort of boot selector at all.

I've seen the boot manager on one older Pi in my collection,
so I know what it looks like and it simply isn't happening.
That Pi, however, was running from microSD. Does it matter?

At the moment the Pi5 is running without a microSD card. I'll
try adding one next.

Thanks for reading, and any hints.

bob prohaska