I got hit with a Microsoft warning that told me not to turn off my computer

[canetoad]

5. I think this was all probably a benign Windows update

This often happens; it's possible you just haven't seen it before as the machine updates to its own schedule.

The reason you are asked not to turn off is Windows is updating parts of the operating system. These can be small tweaks or periodically a very large update. Turning your computer off during the process can leave you stuck in a kind of limbo - possibly unable to boot the computer.

You can go to:
-Start
-Settings
-Update and Security
....and have a look at update history - are you up to date? You can change active hours and advanced options for reboots.

IMO, there is nothing to worry about but you really should let the updates finish installing.