MS set the policy, I figured it might explain why some people have to add the key while others don't.
Brink added a tut: Start Menu and Taskbar Blur - Turn On or Off in Windows 10 - Windows 10 Forums
This sure is fun stuff, eh wot!
Your tweak in post #3 works like a charm Edwin, another good one would be the clock & calender.
PS: I gotta spread the rep around.
Guys, has anyone been able to disable blur transparency in build 10158?
The registry key is missing just as in 10147. I'm a sad puppy right now, because I don't like the blurred transparency
There's a post on the MS community forums re: 10.0.074 which is the reverse of your situation.
The start menu may not blur after user switches from start screen. - Microsoft Community
Things have changed since that build but the bread crumb suggests
try using full screen start (restart machine?) then not using full screen start (restart machine?)
Guys, I know it's probably too late for this, but if somebody feels like upvoting it, I have created a new suggestion on Windows Uservoice.