OneDrive comes back to the File Explorer after each Windows 10 big update, even if you disable its icon with the registry editor. The same happens to the library folders (Videos, Pictures etc.).
Yes, many customizations are lost with the "big" updates, including disabling telemetry and cortana as well as tons of settings. That's because they aren't _really_ updates; they are complete OS installs. Your old windows directory is literally renamed to windows.OLD.
This is my largest complaint with Windows 10. In particular, it resets file associations on every major patch. Supposedly this is because applications are no longer supposed to set associations themselves, the user is supposed to do it individually for a file of each type through the Windows interface, and Win10 is "fixing broken associations".