Did you use Disk Utility to erase the drive when you first started using the drive? Disk Utility always creates the hidden EFI partition even for data only drives. However, the manufacturer or Windows may not create an EFI partition for a data only drive.
What file system is being used on this external drive?
Even if the First Aid summary says everything is "Ok", click "Show Details" and scroll back through the report to see if any unfixed errors are listed. If there are errors listed, then run First Aid again until the errors are gone. If after several attempts the errors remain, then you will need to erase the drive & restore from a backup.
You should also run First Aid on the physical drive as well. Within Disk Utility you may need to click "View" and select "Show All Devices" before the physical drive and hidden APFS Containers appear on the left pane of Disk Utility. Scanning the whole physical drive will check the partition table for issues. If the drive is using the APFS file system, then also run First Aid on the hidden APFS Container since that will run the file system scan on the Container as well as all other APFS volumes within that Container.
I would be concerned about the physical health of the external drive. First Aid does not check the health of a drive....it only checks the integrity of the partition table & file systems. You can check the health of the external drive by using the third party app DriveDx (free trial period) and posting the complete text report here using the "Additional Text" icon which looks like a piece of paper on the forum editing toolbar. You will need to install a special USB driver in order to allow the necessary communication to access the external drive's health information.
As far as the EFI partition notice, I agree with @Grant.
