Is this wrong? I always mentally replace "e.g." with "for example" (so this sentence is "it can chainload into, for example, an EFI image"). That sounds right to me. This seems like somebody doing it right :)
Yes, it wrong. "e.g." isn't a direct substitute for "for example". Honestly, it's best avoided as so many people confuse "e.g." and "i.e.", but if you're going to use it, at least use it correctly.