It goes into the bootloader only with a virgin part, once programmed once (using the bootloader) asserting boot0 during a power on or reset runs the application code not the bootloader.
I see the legacy mode thing. And do see that BOOT0 is shared with an SWD pin. kinda sad but think it is related to IoT security.nBOOT_SEL was set from the factory so once cleared then the B00T0 pin works as desired. Fortunately I have the tools to...