Concepts
is the key word here
no partitioning, just physically separate drives.
I understand what you mean but even one is a Partition that has a Format
When I initially installed eOS, it didn't install Grub, I don't think.
Grub comes with eOS as default (AFAIK every Linux distro comes with Grub), and If you have multiple OS installed the menu will show as default
At least, the Grub menu didn't appear when I booted; it would boot automatically into eOS and,
Don't know why didn't showed up, but if you have multiple systems is normal to have it. Probably the first boot didn't showed (normal) but after the normal is to show up
if I needed Windows, I would manually select it from the BIOS boot menu. This is how I like it, because I barely use Windows.
It can be done within grub, you don't need to choose that in the BIOS (I'll explain later)
Today, I booted up and the Grub menu came up after the logo splash screen. I don't know if it got automatically installed in an OS update maybe? But as I understand it, it should be unnecessary, because my OSs are on separate physical drives; is that not the case?
Comes with eOS, is its bootloader. Without it Linux will not boot.
I've searched around for how to remove Grub but all of the instructions I've found are for removing Linux entirely, which of course I don't want to do.
Because Linux needs a bootloader. In this case is Grub
How do I go back to booting directly to Linux? And, how do I prevent Grub from getting automatically added like this, if indeed it is part of a routine OS update?
Grub isn't added, when you installed elementaryOS you installed grub because you installed elementaryOS. Like you installed the Linux kernel because you installed elementaryOS. There are other bootloaders that you can install like lilo, burg or syslinux but they do the same
Windows also has his own bootloader called "Windows boot manager", you see it (part of it) everytime you choose the path to boot into safe mode
Your solution
is not to "remove grub" or "choose windows in the BIOS". Is basically to use grub and configure it properly.
You can hide Grub's menu so it will not show even with multiple OS installed
Edit (I will use nano you choose your editor)
sudo nano /etc/default/grub
Change the line where it says GRUB_TIMEOUT_STYLE, should look like this
GRUB_TIMEOUT_STYLE=hidden
, you probably had GRUB_TIMEOUT_STYLE=menu
Update Grub
sudo update-grub
Then in the future, when you want to start Windows (or see grub's menu) just let the system boot and after the BIOS POST press SHIFT (like you press DEL when you want to enter BIOS) and will show grub and there you can choose another OS to boot, in your case Windows
As reference;
GRUB manual
Recommend to watch (Youtube):
Linux Boot Process: Grub, initrd, explained.
The Linux Boot Process
