There is a very nice proverb in Urdu that truly explains what happened to me.
آسمان سے گرا، کھجور میں اٹکا
I installed this update (http://support.microsoft.com/kb/938979). Everything seemed to work fine until… I decided that I could no longer ignore the constant prompts of Windows Update service to restart the computer. Then, I left to take a look at winky. When I came back I saw the first ever blue screen on a Windows Vista system. The offending file was CI.dll and I don’t remember the exception codes. This was certainly the result of that ‘Reliability Improving Update’ that I had installed. When I looked at the properties of the offending dll, it was deemed Code Integrity Module.
After resetting the power switch, I went to find if any diagnostics were recorded anywhere in the system. Eventlog didn’t have anything to say on the subject. Additionally, there was no memory dump at %systemroot% and to cap it all Problem Reports and Solutions has no memory of the event.
Therefore, I guess by removing any records of something bad happened, you definitely improve the reliability of your product.