You can use Windows Firewall to block outbound connections from the Start bar. It would be nice if some basic features like calculator would still work, but no luck.
The calculator app is open source so you can see the code here: https://github.com/microsoft/calculator
I'll note that Microsoft's PowerToys run solves this properly, just like MacOS's Spotlight and the built in search on most Linux desktops
Spotlight is Mac-only and uses Command-Space by default.
Though for now I've just turned that one off as I don't have obvious need for it and haven't looked at what else it might offer. I use PowerToys mainly for FancyZones and plain text paste.