Ps5 external storage

I bought the ps5 external hard drive. I moved games to it to create more storage on ps5 for more games. But now I have to move it back to ps5 to play it!? I did this exact thing on my ps4 and other consoles and could play the games on the external drive no problem. I had about like 20 games when I did this on ps4. Now I only have like 8 for ps5. Am I doing something wrong?

What's the loophole?