This message is misleading, au moins in the Windows Update dialog.
This is based on that in the privacy settings under "Settings" -> "Privacy" -> "Feedback & diagnostics" -> "Diagnostics and usage data" it is set to "Basic". Change it to "Enhanced" or higher, the message disappears.
J'ai un German Windows 10 Professional version, so can not say exactly whether the menu names are correct. Cependant, this must be increased.