Control of which system boots by default is controled by UEFI menu. So you need to directly go to UEFI and change boot order to ubuntu. This would be with UEFI on, and BIOS/Legacy/CHM off. Some work with secure boot on or off. All should work with secure boot on as Ubuntu's shim file has the Windows key, but some UEFI's are still not correct.
When you go into UEFI/BIOS and change to BIOS you are booting a copy of grub2's boot loader that is in the protective MBR. An efi install does not have anything in the MBR as it is not nomally used.