yesterday I tried to download Ubuntu with these steps on a Macbook Air (6,2). I got to the GRUB loader and selected to Install Ubuntu. I assumed that this would work, so I (impulsively) removed the OS X and continued with the installation. Then, after it installed, it told me to restart. Except, when I restarted and the USB stick was out, there was no boot loader, so obviously it didn't install properly.
When I insert the USB stick, I'm able to "try Ubuntu without installing", but not able to install it. Additionally, when I "try Ubuntu", WiFi doesn't work, so I have to use a USB-to-Ethernet.