Rufus, the bootable usb creator?
You should be able to natively do what Rufus does in Linux, if you have a disk imaging software installed. I think Ubuntu comes with gnome-disks, you right click an ISO file, click open with, select disk image writer, and select the destination device (your USB drive) and it writes the ISO file to the USB device. You should double check it actually makes it bootable, but I think it does.
You can also use Ventoy to do what you want. You install it to the USB drive and then just drop the ISO files into a folder that you want to boot from, and it creates a menu for you to choose which ISO file to choose at boot time.