I have met the same issue making me so annoying.
Even more serious is that in every time of boot there is always a error window showing on the desktop belong with "Intel HD Graphics Control Panel Tray" is "Enabled".
Once I disabled the setting, next time I boot into desktop it would not appear this error and tray icon, but the option of "show tray icon" would be ticked again.
I had tried to fox my windows and to disable all of other setup apps but it did not solve this problem.
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