Hah, I'm the non-Windows user here.
But even I know that Windows -- used to -- asks you if you want to open removable drives in the File Browser, or perform other actions registered as "things to do with removable drives".
That certainly doesn't have anything to do with MTP/PTP -- especially because it is easy to tell what it is, and the Kindle is neither.
No, this is the curse of the Windows 10 upgrade striking yet again....