I think i’m still confused on how you came to know the device was trying to connect to you :D Was there a Windows notification? Did it ask you to enter or confirm a code? Were you using bluetooth in general at the time?
I guess my main proposal is that central device can’t begin to initiate to another central device. In the discovery phase, a central device is like an ear, and a peripheral device is like a mouth. Ears can’t speak to other ears, and mouths can’t listen to other mouths. Mouths don’t know if ears are even there to listen, only the ears can initiate a connection.
In most cases Windows is like an ear. Neither a central nor peripheral can initiate a connection to you. Only you can initiate a connection to some other peripheral.
However Windows can act like a mouth under specific circumstances, specifically I found that you can use your computer as a hotspot and share over bluetooth. Sharing over bluetooth means Windows opens its bluetooth mouth to tell anyone willing to listen that it is connectable. So if you were doing something bluetooth related at the time it could have allowed a foreign (central) device to initiate a connection