If you get the alert "ET INFO Microsoft Connection Test"

This signature indicates that Microsoft Windows tries to download the text file http://www.msftconnecttest.com/connecttest.txt to determine if the internet is up.

This is reflected by the network tray icons and is controlled by Network Connectivity Status Indicator (NCSI) which is described in full detail here:

If you don’t want any of the active probing on your local PC or in your domain you can activate the following policy:

https://admx.help/?Category=Windows_10_2016&Policy=Microsoft.Policies.InternetCommunicationManagement::NoActiveProbe

Use Local Group Policy Editor (gpedit.msc) on local computers or Group Policy Management Console (gpmc.msc) on domain controllers.