If you've ever wondered how Microsoft Windows knows whether you have a solid Internet connection or not, it isn't magic: Windows networking is programmed to attempt connection to a TCP service. It uses the success or failure of this to report back to you.
As explained in the superuser.com blog page Windows 7 Network Awareness: How Windows knows it has an internet connection, you can actually change the service endpoint to an 'NCSI server' of your choosing. You can even create an endpoint of your own!
Note that you need to restart your computer after modifying the necessary registry values, located in HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\services\NlaSvc\Parameters\Internet. Please be aware that you can render your computer un-bootable or corrupt if you make the wrong changes to the registry, so do this carefully and at your own risk.
According to digip at twistedpairrecords.com (see Windows 7 Connectivity Issues) this network 'snooping' came in from Windows Vista onwards. The page, written in 2009, also points us to a Microsoft Knowledge Base article Network Connectivity Status Indicator and Resulting Internet Communication in Windows Vista that explains purpose and how to modify its operation.