Consegui resolver isso no final com esta útil página da Web:
Links para outro artigo que diz:
Cortana, the personal digital assistant that replaced Windows 10’s search function and taps into Bing’s servers to answer your queries with contextual awareness, no longer has an off switch in Windows 10 Home and Pro.
mas continua explicando como contornar isso:
To shut down Cortana in Windows 10 Pro simply type gpedit.msc in the search box to open the Group Policy Editor. Navigate to Local Computer Policy > Computer Configuration > Administrative Templates > Windows Components > Search. Double-click the policy named Allow Cortana.
Esperamos que eles não removam essa opção tão cedo.