There are two non-injection forms, MUSE as you mention (a pellet inserted into the urethra which dissolves), and Vitaros which is a cream which is either dripped into the urethra or spread on the glans (I think these are different products, but it might be that only the form you drip into the urethra still exists).
For an erection, the Alprostadil needs to get into the Corpus Cavenosum. When you use the injections, that is exactly where the injection goes. When put into the urethra, it has to diffuse through the urethra wall into the Corpus Spongiosum, and then diffuse into the Corpus Cavenosum. Obviously, that's a more obscure pathway, and hence the Alprostadil dose needs to be much higher. Even so, the effectiveness of MUSE and Vitaros is lower than the injections. By all means try them, but don't be surprised if they don't work.
The other thing is that like all the Alprostadil products, they go unavailable quite often for long periods of time. While the injections have several brands and unbranded makes now so you can switch products, MUSE and Vitaros are single-sourced, so you can't go and find a different brand when they go unavailable.
There are also non-Alprostadil injections. In the UK, Invicorp is the product which is a combination of two other drugs, similar to but maybe not quite the same as Bi-mix, as used in the US.