This is the result of a stupid Windows feature that automatically installs software without prompting, which has nothing to do with hardware beyond a mechanism for the OS to identify it (in this case, through EDID).
The solution here is to not use Windows, or to disable this auto-install feature if you do, not to avoid all external hardware the OS is capable of identifying (read: every device connected through any modern bus or I/O interface).
Monitors have abused hdmi to get internet access, too.