Don't forget they have an OS as well, even if they were doing it today, how could we know? Who knows if they are doing it covertly under the guise of windows updates.
I would have assumed MS would use some encryption on the data they send, which would mean that nobody could ever know except Microsoft. That said, I don't know that any sort of encryption is used for Windows Updates. But they could do it...
Disclaimer: I don't actually believe they do.