Indeed, the OnAjaxUpdate event should fire in such case but this cannot be avoided because of the need to recreate the dynamically added controls. Basically, to prevent this when using an update panel you should set ChildrenAsTriggers to false but as you understand this will stop the Load On Demand functionality to work.
However, no matter the vent is fired, not all the controls are updated as you report but only the ones in an update panel with UpdateMode="Conditional". Please, examine my test demo which I prepared for you and attached to this thread and see that the first label is not updated when the button is clicked and only the second one gets updated.
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