I don’t have an explanation other than it depends on your BIOS implementation on how it decides to find/boot EFI loaders. The UEFI spec leaves a lot open to interpretation and implementation, which is one reason some boards have a harder time booting a non-Windows OS.
In addition, I feel the need to mention this to supplement the “boot order” text I wrote in case some users concerned about boot security see where the “vulnerabilities” can exist: