I have not had time to work on this, and my lab changed significantly, had to spend a bunch of money to move it to a new rack and that rack has been disconnected for months so no real work in XCP or vSphere and learning to migrate VMs from vSphere to XCP which was one of my big intentions.
But a recent post confirms that this "oddity" of trying to create a UEFI VM from XO-lite is still present. I'd bet money that this gets fixed before or when the full release is provided. https://xcp-ng.org/forum/topic/11227/boot-new-vm-to-iso-in-xo-lite
Workaround is to either click the button provided to download XOA, or install Linux and XO from sources in BIOS mode. Then you have the full XO to work with to bring everything else up the way you want it. I see it as a minor annoyance right now, not really a bug or problem.