I have updates set to download but not install. Still sometimes (like on airplanes when I'm trying to shutdown in a hurry), I get the message "Installig Updates, Please do not shutdown" when I'm trying to shut it down. Any way to prevent that?
If the update requires switching off a function or service, it is normal. It will sometimes also continue the update install when switching on again. The only way to avoid it is to select the option ( as you already have!) to "download, but let me choose whether to install them". This will not stop your problem, but will mean you can go on working with your computer, without the message to restart. If, after selecting the suggested option, you then, at the end of your session, choose to install, the delay during shutdown will still occur, if the requirements are as I have said..(This would be particularly, for example, with the initial update of your graphics card)
Short answer - There is no way to avoid it. I guess Microsoft's thoughts are that it would be unwise to overinstall essential services whilst you are still working?