In order to properly disable the Welcome to Office prompt, there are several settings that need to be configured in GPO before this takes effect. Most articles online tell you about just one setting that needs to be changed, but this is unfortunately not enough. The Welcome to Office prompt does more than just configuring updates, it also sets up the "Customer Experience Improvement Program" (CEIP) and Office Diagnostics. Without configuring these settings in your group policy, the prompt just appears anyway.
To set this up, you'll need the Administrative Templates for your Office version:
How to use these is out of the scope of this article, so look it up elsewhere :)
In Group Policy Management Editor, navigate to:
User Configuration → Administrative Templates → Microsoft Office version → Privacy → Trust Center
Configure the settings accordingly:
|Disable Opt-in Wizard on first run||Enabled|
|Enable Customer Experience Improvement Program||Disabled|
|Automatically receive small updates to improve reliability||Disabled|
The last entry in the table above is a fancy description for the Office Diagnostics.
You can choose whether or not you wish to enable/disable CEIP and Office Diagnostics, but the important thing is not to leave it Unconfigured as this may result in the user getting the Welcome to Office prompt, regardless of the Opt-in Wizard being disabled.