Do the updates install after the notification disappears? After 24 hours without updates the status is supposed to change to "Partially Protected" until updates are installed.
As for the notification, that should be a Windows Action Center notification, and Windows 10 has a number of controls for such notifications. There's some information at this link (beware of the advertisements in that article) which should explain how to manage/disable notifications. Microsoft also has their own instructions at this link, although they are rather short. If you want even more information then this article (ads here as well) covers more than just notifications.