Clicking the notification worked for me the last time it was there. I'll check next time it happens for me.
If you've deleted everything in your Help menu except for one item, then that's not our fault. The default toolbars are built into the program if you need them. Or add a menu item to your custom toolbars which runs Help CHECKUPDATE.
(How did you install every update before this one?)
If it wasn't you who changed things then I don't know what happened. Maybe your computer is haunted.
Also: Looking at your About window screenshot, you are already on 12.22. The notification you were looking at was probably old. Windows doesn't always clear them out. Clicking the notification probably did nothing because there's no longer any update to install.
It's not Opus that's keeping it; it's Windows. There's no way, at least that I can find documented anywhere, to tell Windows to remove an old notification.
(The only thing I can find is a flag to say the notification should not go into the Notification Center at all, but then you'd miss it if you weren't looking at the screen the moment it appeared.)