I can confirm that this does happen, I've run into the same issue. In order to fix it I had to repair Windows with a disc/usb. Then when you go to install Ubuntu there's a certain way of installing that won't mess up your boot options. UEFI has a "feature" which allows it to read a MBR like the old school BIOS used to, but this is not how you want your UEFI to be set up if you plan to dual boot. Unfortunately I can't remember all the details of doing this, but there are guides available online.
I didn't think much of it at the time, but when I install Ubuntu when Windows is installed, I usually see a "Install Ubuntu alongside Windows" option, which did not appear here. How bizarre.
Will wait for a few more replies, but I will indeed have to repair Windows likely.
Fixparts ? http://www.rodsbooks.com/fixparts/ I have use it in the past to fix windows issues coming up through and my first linux install. Not sure if it applies in your case.
Not done this myself,dual booting that is, for a while but coincidentally was reading guides to do this today and noticed the need to fix the boot in all of them.