I figured out how to remove the entire category from the settings on my computer (v1909).
I added the registry key to hide all the individual game categories following this tutorial mentioned above...

Someone in the comments of the blog where I found this PS, said you must also have internet for it to work.

I found this website that has converted the VB script to a PowerShell Script. Works for me on Windows 10 1903 to turn on the Microsoft update setting.
How to Opt-In and Detect to Microsoft Update...