I currently have Kali installed alongside Windows 10 pro in dual boot through EFI.
I have my Kali installed on sdb with Luks encryption over the entire drive.
I have Windows installed on the sda disk which is a ssd disk.
My original intent was to keep both kali and windows as separate as possible but through the initial installation process I was strongly encouraged to install grub on sda, which I did.

My question is, would it be better to have grub installed on sdb, with Kali, in order to keep the entirety of the os in one disk encrypted disk that I can mount/unmount and choose to boot into or not.
Is there any chance of issues such as malware, viruses, settings, etc in the OS crossing over or causing issues in both operating systems when I have this link connecting them?