That’s what I do. I’m in a place that really doesn’t give a shit about Piracy (the worst they’ll do is send a letter, one of my friends got one and called up his ISP to complain about it and they told him to stop seeding so much lol) but I still run a VPN 24/7 anyway just to be safe. It costs peanuts and doesn’t slow down the internet hugely so I figure why not.
As with most irritating Windows features, I assume there’ll be an option to turn it off hidden in some obscure place, which will either not work, or it’ll turn back on after a random amount of time.