Should I remove Grub from the MBR when using EFI system?

Not sure why boot-info reports this:

=> Grub2 (v1.99-2.00) is installed in the MBR of /dev/sda and looks at sector 
    2048 of the same hard drive for core.img, but core.img can not be found at 
    this location.

I have an iMac dual-boot with Windows10 and Ubuntu 21.04. The disk is in EFI mode. I've just succeeded having both OS to start with the Grub. But Windows is somehow very sensitive to the MBR. If the MBR contains partitions, Windows refuses to boot.

I suspect that because of the above message. I cannot touch the partitions with Disk because it updates the MBR and Windows does not start any more. To fix it, I have to use gdisk to set the Protective MBR. After that, Windows can start.

Should I remove the Grub from the MBR? If so, how can I do that?

GRUB is needed to boot Ubuntu. Without it, you won't be able to boot Ubuntu.

Don't remove it.