One very good reason is that who knows, MS certainly don’t, what effect installing the Windows updates might have whilst the PC is being used for other purposes. Always best to close everything and install them that way and, of course, at a convenient time.
Another very good reason is that you get a choice about what **** MS install on your system. Half the updates MS provide are optional and either irrelevant for your system or data collecting for their own purposes. This month’s optional updates included one of those latter ones they’ve been trying to foist on us for over a year.
I check for such stuff every time new updates appear.
But as I understand it you can only delay important Windows 10 updates and, until recently, even that only applied to certain versions.
When you have these now bundled monthly Windows roll-outs your control of updates has been very much reduced and if there are problems you’re not going to be alone. Of course Windows updates puts in a restore point before install which is some safety net. That is as long as your AV doesn’t include a “Self Defence Module” which it is reported can interfere with using that.