https://learn.microsoft.com/en-us/windows/package-manager/winget/

Make sure Opera is closed and make sure there are no Opera processes running on the "Processes" tab in the Windows Task Manager.

Then, uninstall whatever Opera you have installed via "Installed apps" in settings in Windows. Don't choose to delete your data when asked. If it fails to uninstall that way, don't worry about it.

Delete the "Opera" folder in "C:\Users\yourusername\AppData\Local\Programs"

Delete any Opera shortcuts remaining on the desktop, start menu and in the taskbar.

Open up the Windows Task Scheduler, select "Task Scheduler Library" and delete any Opera autoupdate tasks that are still in the list.

Delete everything in "C:\Windows\temp" and "C:\Users\yourusername\AppData\Local\temp". You can skip temp files that Windows won't let you delete because they're in use.

Then, launch the installer, click "options", make sure everything is how you want and install.

Then, see how things go from there with the next update.

As to why it happens, it could be some security software on your system that's interfering with Opera. NordVPN, Eset, Kaspersky, Bitdefender and CCleaner for example are known to mess with Opera.

You can also run:

ping autoupdate.opera.com

in a command prompt to make sure you can reach Opera's autoupdate servers.

You can also check:

ping net.geo.opera.com