For those not aware, Microsoft sends all your desktop start menu search queries to their servers (because privacy). In Windows 10 20.04 there is no obvious way to opt out of this in the UI and the old registry-setting tweak to disable web search no longer works.
One way that does appear to work is to block the Windows Search app at the firewall level as illustrated in the following screenshot:
If anyone finds a better approach, please let me know.