You might have a setting in your BIOS that prevents boot entries from
being removed.
I once had the opposite error where the installer failed to create the
entry. Adding an entry manually with efibootmgr didn't work initially
either, I had to clear the CMOS before I could add an entry. It also
turned out that the efibootmgr command in this section of the docs is
outdated:
https://www.qubes-os.org/doc/uefi-troubleshooting/#installation-finished-but-qubes-boot-option-is-missing-and-xencfg-is-empty--installation-fails-with-failed-to-set-new-efi-boot-target
The .efi file path was different and the "placeholder /mapbs /noexitboot"
part wasn't needed in my case.
Luckily I had another working Qubes machine where I could dump a working
efibootmgr entry and configure the machine accordingly:
Boot0001* Qubes OS HD(1,GPT,REDACTED,REDACTED,REDACTED)/File(\EFI\qubes\grubx64.efi)
I haven't had time to submit a pull request to update the docs.