This is technically only true if you have a single disk. The EFI spec allows for a single EFI partition per disk, so you can definitely have multiple in a system. I know this, because my setup has multiple EFI partitions. Windows doesn’t like it, and it will try it’s hardest to share a single one with Linux, but if it’s on its own disk, you can set it up with its own EFI partition using the command prompt.
It was a couple months ago that I set this all up, but this is the article I followed IIRC: https://woshub.com/how-to-repair-deleted-efi-partition-in-windows-7/