Report says HP. What model? Most HP require you to change boot order in UEFI settings (not menu).
Settings is often f2 if boot menu is f10, but varies by vendor.
HP - escape + F9 for UEFI boot menu, F10 for UEFI/bios settings
My Dell Dell & Gigabyte Desktops use the f2 & f10.
Some require UEFI password with Secure Boot on to get more settings.
Never lose that password or reset to blank when done.
If Secure boot is on & you installed Ubuntu with it off, system my not let you boot Ubuntu.
HP PCs - Configuring the boot order in the system BIOS
https://support.hp.com/in-en/document/ish_3891464-2337914-16
Press enter to open order list:
https://ubuntuforums.org/showthread.php?t=2467077
Some other settings:
https://ubuntuforums.org/showthread.php?t=2482555&page=2
Edit 1:
Adding that open up the bootloader submenu in BIOS setup options by pressing enter on OS Manager. In the submenu use F5/F6 to bring Ubuntu on top. Without exiting this submenu press F10 to save this order change. If you try saving after exiting the submenu, the changes in the submenu do not get saved for some reason. Once I did this the grub bootloader started coming up on startup instead of directly booting to Windows 11.