but it is not supposed to also have to install something on the sd card ??
Are you telling me that selecting usbstick also going to install on sd card ??
Because, selecting usbstick shows me the two devices (usbstick, and sdcard) … I select usbstick, and I see that was installed in the usbstick, but when I look at the sdcard not touched at all.
It does not assume that the raspberry pi 2 needs to have the sd card to boot ?? I say, because the sd card do not have anything.
It will install system to USB. But I really wonder why you want to do this? The benefits this provided years ago in Raspbmc are really no longer relevant since the issues this avoided have since been resolved. You are unlikely to see much in the way of performance gains.
If you want to research and compare, you need to be looking for fast random 4k r/w speeds. But as i said, on a pi2, any performance increases would probably be negligible.