As far as I understand, it shouldn’t have anything to do with windows, because grub is started before Windows (or Linux), right after BIOS/UEFI. Windows and Linux can’t affect current grub session (except by changing configuration from Linux, which will be applied on the next run).
It looks like your hardware somehow doesn’t like how grub tries to do it’s console text-only output. It may be a specific combination of hardware, the way BIOS/UEFI initializes video and the way grub tries to use it.
I don’t think it’s a big deal as you now know about this quirk and how to work around it. gfxterm mode works ok, and themes work. You can find a cool theme if you want to, there are some grub2 themes in the internet, though I myself don’t bother and just use breeze from the repos). You can also use plaintext menus (but in graphical mode). Just don’t use console grub output and you should be ok)