They should just get the option back to ask the user which updates he wants to install like in Windows 7.............
That would be much better
Yes and No.
Non-delayed updates, automatically reduces any major security risks that expose the OS to attackers. Similar to modern browsers, updates are applied silently in the background, no user interaction and (maybe) increased productivity. Install and forget.
Another perspective, Imagine if you had to Click Update every 4 hours for your Antivirus to Update, or Confirm to Backup your documents every 1 day. - Slightly exaggerated.
For greater control, you can upgrade to Windows 10 Pro. Or with experience, you could disable Windows Updates (as has
@MrXidus), although not recommended, as you will be exposed to more vulnerabilities, and especially if you forget to re-enable the service.
Last note, I would hope that the non-delayed Windows Updates are Critical only, leaving Recommended and Optional, as user choice.