I got the problem even if the following updates were injected as packages in the beginning of the task sequence.
Found this great information from Michael Niehaus.
So I tried with disabling the "Delivery Optimization" service before Windows Update installations and enabled it again before sysprep and capture.
This solved the problem and the updates were downloaded and installed correctly.
Here are the steps added before and after updates installation in the task sequence:
Stop service DoSvc
Command: sc stop DoSvc
Disable service DoSvc
Command: sc config DoSvc start= disabled
Windows Update (Pre-Application Installation)
Windows Update (Post-Application Installation)
Enable service DoSvc
Command: sc config DoSvc start= delayed-auto
Start service DoSvc
Command: sc start DoSvc