It has been for a while that my desktop PC was not showing the GRUB2 menu. Besides, I noticed that there was a warning message during the execution of update-grub:

Warning: Setting GRUB_TIMEOUT to a non-zero value when GRUB_HIDDEN_TIMEOUT is set is no longer supported.

After checking the manual, I learned that we can fix the problem by removing following line from /etc/default/grub:

GRUB_HIDDEN_TIMEOUT=0

And update the GRUB with:

$ sudo update-grub

After rebooting, GRUB should work now.