It's called WPBT. The answer is yes. This "backdoor" is Windows performing exactly as designed. It's a documented feature.
Even if a vendor doesn't use WPBT because the reputation of WPBT its a bit iffy these days, they'll just create a fake ACPI node that triggers WIndows Update to download a specific driver from the vendor, which is basically the same thing.
MSI uses this second option for the almost identically named option in the BIOS, and it will also download as much "potentially unwanted applications" as Gigabyte's (was that the Windows Defender euphemism for vendor malware again?) .
Like Gigabyte, it's an option which is disabled by default, but tends to "get enabled" a lot. They don't really have to sneak it in -- even power users enable it since they see the motherboard crapware as a benefit (e.g. temperature sensing, color LED strips and related crap)