The system was set to boot from PXE by default, at least before MAAS deployed 
it:
Feb 22 03:28:41 lodygin cloud-init[3447]: + echo before grub-install efiboot 
settings
Feb 22 03:28:41 lodygin cloud-init[3447]: before grub-install efiboot settings
Feb 22 03:28:41 lodygin cloud-init[3447]: + efibootmgr
Feb 22 03:28:41 lodygin cloud-init[3447]: BootCurrent: 0002
Feb 22 03:28:41 lodygin cloud-init[3447]: Timeout: 1 seconds
Feb 22 03:28:41 lodygin cloud-init[3447]: BootOrder: 0002,0003,0004
Feb 22 03:28:41 lodygin cloud-init[3447]: Boot0002* UEFI: IP4 Intel(R) Gigabit 
CT Desktop Adapter
Feb 22 03:28:41 lodygin cloud-init[3447]: Boot0003* UEFI: Built-in EFI Shell
Feb 22 03:28:41 lodygin cloud-init[3447]: Boot0004* Hard Drive

Now, curtin will install an entry and monkey with the boot order during
deployment. I'm aware of a couple of firmware implementations where that
breaks things - but I don't see signs of those known issues here. And,
after deploy you say efibootmgr output looks correct - so that suggests
nothing has gone wrong yet.

As @cyphermox mentioned, maas/curtin should be configuring the system to
skip modifying NVRAM. And the debconf-get-selections output confirms
this:

# Update NVRAM variables to automatically boot into Debian?
grub-efi-amd64  grub2/update_nvram      boolean false
grub-pc grub2/update_nvram      boolean false
grub2   grub2/update_nvram      boolean false

This means efibootmgr output *should be* the same before and after you
upgrade GRUB. Can you confirm that is true? Since you mention rebooting
as step #4 in reproduction - that suggests the boot order breakage is
occuring somewhere in firmware after reboot.

Regarding @cyphermox's point about shim fallback.... these days, curtin
leaves the system with an Ubuntu entry, but makes it the 2nd option in
the bootorder. The idea is that if MAAS is down for some reason, the
system will fallback to booting from the disk (instead of failing to
boot altogether). What would happen if PXE failed, and Ubuntu - as the
2nd priority boot option - started? Would shim fallback reorder the
menu?

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https://bugs.launchpad.net/bugs/1750732

Title:
  grub package will change the boot order for MaaS deployed system

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