Install Ubuntu to USB 3.0 external drive
Solution 1:
It works like that in UEFI mode. It 'wants' to use the existing EFI partition in the first drive (usually the internal drive /dev/sda).
But if you unplug or disconnect the internal drive (and have no extra drive connected), the installer will be happy(?) to install grub into your target drive, the USB external hard drive. That is how I do it.