That's event tracking for system logs. Serious bizness feature. You could turn it of in group policy.
This. Important distinction between "the company wants to know everything that happens to the server" and "Microsoft wants to know why you don't want their bloated adware running 24/7"
That prompt has saved me from an accidental shutdown more times than I'd care to admit. In some cases we didn't have offline management/VM console to trivially turn it back on.