Dual booting with Windows is always a pain, because Windows likes to nuke and replace your boot menu. The safest bet is keep Windows strictly separated: You create a 2nd efi system partition on your second drive with linux, use a boot loader there and then set everything up to start that as default. And then you configure the boot loader to chainload windows from it’s own ESP on disk one. This way Windows is oblivious about linux systems it might try to damage. And you can then set the boot loader menu to a default or to default to the last system booted. (2 separate ESPs on on disk might work, but that is not supported by UEFI, so it depends on your hardware’s implementation if they are recognized or if it just stops after having found the first…).
I would assume what you did was install the Linux boot loader (efi file) as the default like removable drives do (so grub’s efi file installed as esp/EFI/BOOT/BOOT64.efi which is the default for removably drives to take priority; done via grub-install with the --removable flag, some installations might use this by default…)