fooot is correct, but I want to elaborate on that answer a bit.
Most EFIs include a CSM, which enables booting older BIOS-mode boot loaders. The trouble is that the integration of BIOS-mode and EFI-mode booting is poor. Ubuntu, like many Linux distributions, uses GRUB 2 by default, and GRUB 2 can't switch from an EFI-mode boot to a BIOS-mode boot or vice-versa. In a pure-BIOS or pure-EFI setup, though, GRUB can present boot options for Windows (or other "foreign" OSes). Thus, the mixed-mode setup represents a step backward from the point of view of in-Ubuntu tools managing the boot process.
On some computers, you can use the computer's own boot manager to switch boot modes. In the best of cases, this works reasonably well; however, on most systems, this process is awkward (it requires hitting a function key at just the right moment during the boot process). On some computers, it's impossible -- their boot manager doesn't permit switching boot modes, or imposes arbitrary restrictions based on the partition table type, which makes it impossible to switch boot modes on a single disk. From the point of view of Ubuntu's developers and documentation authors, this solution is unsatisfying because it's outside of Ubuntu's control and so variable that it's essentially impossible to document. Saying "don't do it" is much easier and more helpful than writing dozens of pages trying to adequately document a procedure that won't even work on many computers.
In most cases, there are no disadvantages to booting Linux in EFI mode -- at least, not once the OS is installed. (Many people find the process of installing in EFI mode to be more challenging than installing in BIOS mode. That's a matter of a combination of EFI bugs, poor OS-installer design, and lesser user knowledge of EFI-mode than BIOS-mode quirks.)
If you're dead-set on mixing boot modes, you can always try it. If you luck out, your firmware might make it easy to switch boot modes. If not, look into my rEFInd boot manager. If you edit its
refind.conf configuration file, uncomment the
scanfor line, and ensure that
hdbios is among its options, it may permit painless switching between boot modes. This isn't guaranteed, though; some EFIs lack the necessary support, and rEFInd's BIOS-mode boot options are still primitive. Furthermore, rEFInd boots Linux kernels directly in EFI mode, so by the time you install rEFInd, you'll probably have a cleaner and simpler path to a pure-EFI boot mode.