I can suggest you to check some prerequisites in your BIOS settings :
you should run on a full UEFI mode and your harddrive partitionning should be GPT (not MBR).
Therefore, with a UEFI platform you should be able to configure the O/S boot sequence order at 2 stages :
- the low level UEFI stage order (can be set with BIOS boot sequence priority options) : you can choose any bootable EFI partition (among your windows O/S, linux O/S ... or any of your boot managers installed in an EFI partitions, like grub or windows-boot-manager)
- the grub stage order (set with
/etc/default/grub
) : can be selected thru GRUB_DEFAULT or/and GRUB_SAVEDEFAULT keys, or manually at runtime
NB : the grub stage will be reached only if you select the grub EFI boot partition in your UEFI sequence, otherwise it will be bypassed (I mean that UEFI stage is the first one taken into account)
Here is an MSI help page with some tips and MSI BIOS screen shots showing boot priority settings : https://www.msi.com/support/technical_details/MB_Boot_Priority