Currently only one windows device on your network should download updates from Microsoft, the others will then download the updates from the updated device's update cache.
I could see Brexit being a good opportunity to extend this and make devices share their updates with other windows machines over the public internet, this would mean Microsoft would only need to distribute the updates to 15% (example number) of devices and then they would share the update with others over the internet via P2P. That would massively cut the amount of bandwidth Microsoft 'spends' on distribution updates.
If you looks at a map of submarine fiber optic data cables you will see that most of the cables connecting the US and Europe are US-UK cables, add in that we are leaving the common market for services and Microsoft could try and use this as an excuse to do this. They still have data centers in the EU so it wouldn't be a genuine reason but they could try and use it as one.