EDIT: I answered to myself. Read it below this post.
I bought a new laptop, MSI GV62 7RC, and installed the latest Win 10 1909 from scratch and fully updated it.
I right click This Computer and go to Computer Management -> Services where I disable the automatic start of the SysMain service (it's responsible for preloading frequently launched applications' data and was formerly known as Superfetch). However, it is re-enabled every few reboots.
Never before have I encoutered such behaviour. On other PCs, when I disable the SysMain service, it stays that way.
How do I keep it disabled?