Additional home tab in IE after applying KB2957689

Noticed in our environment that after installing the KB2957689 (included in June patching session by Microsoft) users get an additional home tab (pointing to http://windows.microsoft.com/en-us/internet-explorer/ie-10-welcome-upgrade1) after they start IE for the first time after the upgrade. While the tab is gone after the first run of IE, in the Enterprise environment we kept receiving questions about what was going on.
It looked even more strange as we have a setting defined in the global GPO that should be preventing this type of behavior:

So after a bit of search we found out that this behavior could be blocked by applying the following registry change:
[HKCU\Software\Microsoft\Internet Explorer\Main]
"PrivacyPolicyShown"=dword:00000001

As this key is not mentioned in IE's ADMX and I couldn't even find it via Microsoft GPO search, decided to implement it via GPP and it fixed the issue:

Hope it will help you to avoid wasting time to search for the solution.