grub-install fails on manual partitioning without ESP when trying to configure grub-efi

Hello

This error appear when I tried to install Ubuntu 20.10. I choose a manual configuration for partition selection and /dev/sda to install grub (as I usually do). But this time it seems it doesn't work...
I've been warned that no EFI partition were found and that it could prevent the boot of my computer but I decided to ignore it. That's probably where the bug is...

I submit the incident just in case you can find any clue of what's happening. I will try to add an EFI partition and see where am I.

Thank you for reading this.

ProblemType: Bug
DistroRelease: Ubuntu 20.10
Package: ubiquity 20.10.10
ProcVersionSignature: Ubuntu 5.8.0-18.19-generic 5.8.4
Uname: Linux 5.8.0-18-generic x86_64
NonfreeKernelModules: zfs zunicode zavl icp zcommon znvpair
ApportVersion: 2.20.11-0ubuntu45
Architecture: amd64
CasperMD5CheckMismatches: ./pool/main/g/glibc/libc6_2.32-0ubuntu3_i386.deb
CasperMD5CheckResult: skip
CasperVersion: 1.452
Date: Sat Sep 26 00:36:08 2020
InstallCmdLine: BOOT_IMAGE=/casper/vmlinuz file=/cdrom/preseed/ubuntu.seed maybe-ubiquity quiet splash ---
LiveMediaBuild: Ubuntu 20.10 "Groovy Gorilla" - Alpha amd64 (20200923)
RebootRequiredPkgs:
 linux-image-5.8.0-18-generic
 linux-base
SourcePackage: ubiquity
UpgradeStatus: No upgrade log present (probably fresh install)