Okay, this is a weirdness caused by how I installed this laptop. I did a standard Debian install in 2021, then copied the rootfs from my previous (non-EFI) machine over it.
Therefore I ended up with the modules in /usr/lib/grub/x86_64-efi in place, but not part of any installed Debian package. Instead, grub-pc kept the files in /usr/lib/grub/i386-pc up-to-date. However, grub-install correctly identified the machine as EFI and just silently used the stale files from /usr/lib/grub/x86_64-efi: # /usr/sbin/grub-install Installing for x86_64-efi platform. Installation finished. No error reported. # This caused the 2021 files to be installed to /boot/grub/x86_64-efi/ and to the EFI partition. Installing grub-efi-amd64-bin and updating grub got me the efifwsetup.mod with the --is-supported flag and now everything is good. Still, maybe it's a good idea to have grub-install check for the presence of the right / up-to-date package? Thank you very much.