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This has been my experience as well.

Automatically, on boot? That's rather naughty. I've never encountered this but I boot into Windows with a frequency approaching "never", and I would certainly never intentionally permit it to install updates. I would be so livid if it wrecked my boot sequence without user interaction.

If you use the windows boot record as the parent boot instead of grub you can mostly get around this issue. It’s what I did on my gaming rig. I mostly use that as a development machine these days, but occasionally boot into windows for games.