So if I remove Windows and install Ubuntu on a HP Notebook, the keylogger will be removed?
Not exactly.
If you do that then you will be targeted as a person trying to avoid surveillance. What are you trying to cover up? What is it that you do not want authorities to see? What are you hiding?
You will jump from "level one / general scrutiny" to "level two / enhanced scrutiny" by the security services in your country.
https://www.modzero.ch/advisories/MZ-17-01-Conexant-Keylogger.txt