In the TPM based setup of UbuntuCore grub and all its configuration files live in the readonly (and gpg signed) gadget snap and changes can only be made if you re-build the gadget snap.
I’m not sure if there were any adjustments to this setup to actually allow any changes to the config when it was ported over to Ubuntu Desktop so that other OS’es could be added to the grub menu … (UbuntuCore is typically used on single purpose devices that get flashed in the factory with only one OS) …
You should definitely report your findings in the feedback thread here on discourse though and perhaps also file a bug …
The thread is here: