I can't agree because the blue here to cancel is third element to catch the eye if you look what's inside the screen before closing it.
And if you read (again) in which world and times did closing a windows ever canceled a schedule event ?
I don't buy this. Here's the update screen:
The cancel link is in the same frame as two bigger sentences ("Windows 10 is a recommended update for this PC" and the scheduled date), one of which is colored in blue and the other appears to be in bold, so the eye would never be directed to it. Then you have the green check marks below, which also stands out. And there's a big "OK" button at the lower right side, far from the cancel option. Since the only nearby option says "Upgrade now", it's only natural that the user will believe there's no proper cancel button, and that the alternative to proceeding with the upgrade is closing the window. Another shitty element: the cancel link doesn't cover the entire sentence, only the word "here". Yet another: "cancel scheduled upgrade" is not even the first part of the sentence; it's the second, after "change upgrade schedule".
No, this is not accidental bad UI design or an oversight. This is deliberately confusing, to trick people into upgrading. Just like in many freeware programs' installers ("Uncheck this barely noticeable checkbox to avoid getting your PC infected with browser toolbars and fake antivirus software"), this preys on uninformed people, or those who don't take the time to read every single piece of text in every pop-up. "Oh no, we gave you an option, it's your fault for not noticing it" is not an excuse when said option is obfuscated so it is as hard to see as it can be.
Finally, you''re ignoring the fact that the user never scheduled this update. Someone sees an update message, they close it without clicking "OK" or "Upgrade now". They shouldn't be expected to realize Microsoft scheduled it on its own, and is going to go along with it unless the user sees the tiny cancel link. That is a scummy practice in my book. This update is literally behaving no better than a rogue software or shady toolbar. That's expected from shitty devs who make money by scamming people or infecting their PCs. However, it shouldn't be tolerated from the biggest OS vendor in the market.