I think it's something else. One cannot simply shut down a Windows 8+ computer any more in order to access the boot device priority. There is a menu entry for shut down, but it's mislabelled and instead it will hibernate. This is very perplexing if one is used to how it was done before. The real working procedure is orders of magnitude more complicated and documented at https://www.tenforums.com/tutorials/5831-boot-uefi-firmware-...

My experience is that there is an 'Advanced BIOS Options' dialog where I select 'Turn off your PC'. Then I can go into the BIOS and change the UEFI/SecureBoot options. One can usually enable 'Legacy Boot' for BIOS boot OSs. Certainly frustrating the first time.

as far as I remember, Ubuntu works with secureboot, doesn't it?

Ubuntu wiki seems to say so too https://wiki.ubuntu.com/UEFI/SecureBoot

If you install to the HDD and don't use any binary drivers it works fine. If you're trying to boot from USB you usually have to disable SecureBoot in the BIOS.

I usually disable SecureBoot when I install a machine. The extra protections aren't worth losing the ability to run VirtualBox.

As of some time last year VB on Ubuntu now signs its modules automatically FWIW.