The memory training happens before UEFI is initialized proper, though it provides a minimal framework for handling such parts - it's mainly so that every bit of very early code can properly pass information later on.

As for reusing the training, that's what normally happens, but there are various things that can trigger retraining beyond swapping anything in memory modules, and it's perfectly possible the vendor somehow managed to write an add-on that triggers that on every boot (just like intel managed to wreck NVRAM on every netboot, for example)