When installing windows while there is a Linux install, windows will see the EFI partition already there and just decides to share it, and doesn’t create its own.
That’s what it’s supposed to do, it’s a plain FAT32 partition, the bootloaders are just files you put in there.
Part of the issue is that while a well-made motherboard will look for all bootloaders on the partition and present them as options in the firmware UI, bad ones will only look for a specific file (\EFI\BOOT\BOOTX64.EFI) and use that. For an OS to have a chance of booting on those boards it has to overwrite that file, blowing away whatever other bootloader was there before.
It’s annoying, since Windows is mostly well behaved here (It puts the main copy of the bootloader at \EFI\Microsoft\Boot\bootmgfw.efi and Linux bootloaders can see that and offer it, the reverse isn’t true) and can co-exist with Linux well (Well…), but manufacturers cutting corners causes more problems for everybody.
I’d double check, if you haven’t picked an option specifically it might just default to the fallback (i.e. BOOTX64) It’ll be under the boot device order section.
Here it’s listing all the possible boot options this mobo can find, but there’s a generic “UEFI OS” option which I’d bet is the fallback. And once a choice is made it’s kept unless something resets it, so if it just happened to be set to the fallback once it’ll stick with that until a change is forced.