It wasn't with Ubuntu - at that point in time, I don't know if it even existed, and if it was, nobody'd heard of it. I think my experience was with some RH (no Fedora back then, either), and Win2k, and I think it was lilo, not grub (which might make a difference).
Believe me, I'm aware that windows overwrites the bootloader, because I've been through that myself several times, but I'm just not sure how to reconcile that memory I have where it didn't - just that one time. Oh well, maybe it's just a sign that Alzheimer's is kicking in early.