Elaborating on Adam's post:
Windows doesn’t download the entire file from one place. Instead, the download is broken down into smaller parts. Windows then gets parts of the update or app from the PCs that have it, and parts from Microsoft. Windows uses the fastest, most reliable download source for each part.
What you may be experiencing is a case where Windows determines that it would be more reliable to access a "part" of the download source directly from Microsoft and thus off the Internet. The above also implies that no update can actually be successfully installed without a "part" (or multiple "parts") of the update coming from Microsoft.
When Windows downloads an update or app using Delivery Optimization, it will look for other PCs on your local network (or from the Internet, depending on your settings) that have already downloaded that update or app.
Through Delivery Optimization, Windows downloads parts of the update which means that there is likely no easy way to force the retrieval of full updates from other PCs on your LAN. Another possible reason behind this is that no PC is the same. You may be retrieving the same build or version, but that doesn't necessarily mean all of your PCs have:
a) Actually maintained copies of downloaded updates
b) Have the all the necessary files or components another PC may require.
Back in the days of Windows XP, Vista and 7, Microsoft half supported manually downloading certain updates via the Microsoft Download Center (which meant you could deploy each update to each computer with one single download), but it appears that Microsoft doesn't support this method anymore and relies heavily on Windows Update to do all the hard work.
In conclusion, what you're experiencing seems to be the way that Microsoft intended updates to be delivered to your PCs.