The partition tabe format in use on your disks normally requires you to greate a separate partition for boot loader code. This partition should be marked for use as an "EFI boot partition" an should be at least 35MB in size. Note that this is not the same as a partition mounted on /boot.
If you do not go back to the partitioning menu and correct dies error, boot loader installatin may fail later, although it may still be possible to install the boot loader to a partition.
Go back to the menu and correct this problem?