There are ways to block them. I use all of the following Netlimiter, Glasswire, Spybot Anti-Beacon, disable Windows Update service (though it has a habit of turning itself back on) and finally, Du Meter (This is the most important. The network toolbar alerts me when something's downloading without my permission)
This is the Windows equivalent of the stereotypical Linux over-complicated advice like "oh that's easy, just build from source but set the following compiler flags..."
