Comment by Volundr

UFW works by creating iptables rules. It intentionally does not expose the full functionality of iptables. The u is for "uncomplicated". The fact that you can add iptables chains that take precedence over the UFW managed chain is a feature of iptables, not a bug of UFW. You'll find the same is true of any Linux firewall that sits on top of iptables or nftables.