It's because grub is already there in your EFI boot partition though it must be corrupted or not configured to boot kali. You can reinstall grub using these commands.
You can re-install grub by booting into kali live USB. Here is the list of commands you need to enter-
Code:
sudo mount /dev/sda* /mnt
sudo mount --bind /dev /mnt/dev
sudo mount --bind /proc /mnt/proc
sudo mount --bind /sys /mnt/sys
sudo mount /dev/sda** /mnt/boot/efi
sudo chroot /mnt
grub-install /dev/sda
exit
sudo umount /mnt/dev
sudo umount /mnt/proc
sudo umount /mnt/sys
sudo umount /mnt/boot/efi
sudo umount /mnt
Replace * in
sudo mount /dev/sda* /mnt with your linux partition assigned value.
Replace ** in
sudo mount /dev/sda** /mnt/boot/efi with your EFI partition assigned value.
Use
fdisk -l to list all partitions.