Is it beneficial to constantly download these updates from MS
Yes.
You can, however, regulate the frequency that you download and install updates and patches.
At home, I update Sophos AV daily, MS patches monthly, but have been known to apply screamingly important security patches sooner. Other apps tend to be monthly, or as required (or as the mood seizes me).
I do get bugged by having lots of apps nagging at me to upgrade, download, install. But you can manage it, either by adjusting the auto-frequency or disabling it and going to manual.
Bottom line is they have to be installed, but you have a choice to have them drip fed or do one big time-consuming hit.
SD