It depends who sees it. I think it's a bad thing, because when I want to update I don't want to wait hours to update Windows from a fresh install. Updates in Windows takes a lot more time than it should, and it's really annoying. (Maybe we should make a new thread for Windows talk?)
I could be mistaken on this, as it's been since like 2008 since I've done serious professional work on Windows, but I was under the impression that the BITS (background intelligent transfer service) was used for the transfer only while downloading in the background. If you e.g. manually launched Windows Update, that download happened in the foreground.
I have always manually updated Windows. So yes, it downloads in the foreground while you wait. I would just go do something else and then come back. At least I have control over the updates and when they install. Then I tell it to install and shutdown. I have to admit, even Linux updates are super short and super fast. I don't even have to restart Linux when the updates are complete.
The delta RPMs on Fedora absolutely rock. It's not uncommon for a 150M yum update to only have to download 20M of files. I assume the Debian distros have something similar. AFAIK, Windows doesn't have that facility.
This got me thinking of one thing I really love that I forgot to mention previously. Package managers! I really love ensuring that pretty much everything I install on my system is handled by the package manager. Even if I build something from source, I use Arch tools to create a pacman package, so that it is handled by my package manager. I don't want any stray files anywhere on my system, except for my /home, but that is another story.