Try using apt-mark
Maybe update manager ignores dpkg. I don't know as i don't use it.
sudo apt-mark hold <package-name>
Then again i've just read this from the man page.
So ignore this advice.
hold is used to mark a package as held back, which will prevent the package from being automatically installed,
upgraded or removed. The command is only a wrapper around dpkg --set-selections and the state is therefore maintained
by dpkg(1) and not affected by the --file option.
Have you tried to see whether it actually gets updated if you hit yes, as you can always put it back ?