Hello, I'm Felipe and I'm an independent Community Advisor, and I'll do my best to help you.
This is a common issue with Bluetooth devices, where they automatically connect to the last device they were paired with, even if there is another device that has priority. To prevent your AirPods Pro from automatically connecting to your Windows laptop, you can try the following steps:
Open the Settings app on your Windows laptop.
Click on "Devices" and then click on "Bluetooth & other devices".
Find your AirPods Pro in the list of paired devices and click on "Remove device".
Confirm that you want to remove the device.
Pair your AirPods Pro with your iPhone again.
After following these steps, your AirPods Pro should only connect to your iPhone and not your Windows laptop. If you need to use your AirPods Pro with your laptop again, you can pair them again by going to Settings > Devices > Bluetooth & other devices and clicking on "Add Bluetooth or other device".