I uninstalled, rebooted and reinstalled HWiNFO.
Adjusted settings, including Auto Start and clicked OK.
An HWiNFO Task is now listed in Task Scheduler.
I was wrong, Auto Start is not default, it just appeared that way to me.
I believe I pulled a back-up .ini file and placed in the HWiNFO folder.
In that case I would not have had to click OK as the settings were from the previous install.
I wonder if deselecting Auto Start, clicking OK, then reselecting Auto Start, and clicking OK again would have had the same result.