This sometimes happens when trying to install the EFIversion of grub to a device when you are booted into Legacy/MBR mode. It doesn't seem to occur on all machines, but some and seems somewhat BIOS dependent.
grub-install --target=x86_64-efi /dev/sda
Installing for x86_64-efi platform.
grub-install.real: warning: Couldn't find physical volume `(null)'. Some modules may be missing from core image..
grub-install.real: warning: Couldn't find physica........
During a migration or other custom setup, it's possible you don't have a $HOME/Desktop and as a result the config file that controls this is set to just use your $HOME directory.
This is controlled in the file: $HOME/.config/user-dirs.dirs
As we can see below, Desktop, Downloads, Music and Pictures are set to $HOME. We can edit any of these as we like.
# This file is written by xdg-user-dirs-update
# If you want........