Check the version of CybPPC.device at the CLI (this relates to the version of the flashROM).
The earlier versions had no GUI boot menu.
There is a website somewhere detailing which versions relate to which flashrom - can't seem to find it at the moment though.
There may be more info in the readme of one of the flash updates.
If you want the GUI boot menu, just reflash with a later version.
@Piru
with the ESC key down.
There's your problem.
Try hitting the key repeatedly instead of just holding it down.
Whilst that is true for accessing the boot menu of the Picasso IV, I've never had a problem accessing the CSPPC boot menu by just holding down the ESC key, but that is just my experience.
@57GoldTop
Please detail your scsi chain, including termination.