You want the LanGuard Agent to download Microsoft updates directly from the internet and not depend on the GFI LanGuard Server.
Agents cannot download updates directly from the internet and have to retrieve them from the LanGuard server. A similar feature is requested by many of our customers, and there is a project underway to enable this as described in Is there a cloud-based interface for LanGuard? article.
You can add your thoughts on the Align LanGuard with new WFH reality forum thread.