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........