I run into that error too sometimes, and I think just in the last version or two, so I suspect it does have something to do with that priority change.
I'd commented in one or two other threads that maybe the update-icon doesn't appear (on my system, anyway) unless and until the updater has successfully connected to an update server. So now before I disconnect, I'll open process manager (or equivalent) to see if Setup is currently running, otherwise I could run into all kinds of problems in addition to that error popup. In particular, Disk Cleanup won't run (nor will a lot of other shortcuts), and disconnection takes forever.
(Edit) Actually Process Explorer says that Cleanup is actually running, but there's no button in the taskbar for it. And "Bring to front" simply pops up a message that there's no window for it.