I had nothing deleted when I did the 1903 update. I've never had a Windows update delete my data - not even when upgrading between operating systems. How strange.
Even if stuff was deleted though it would be immaterial. Make sure you have Office 365 if you're a Windows user and you can put all your documents and photos in OneDrive. Locally stored films and TV shows should never be on C Drive. Music should be cloud-based. Games can be redownloaded if need be and your saves should be safe in the cloud.
The only time I've seen Windows 10 delete data is when it's done a double feature update run manually and something's gone wrong. When you do a feature update manually, it backs up the "old" Windows, Program Files, and Users folders under Windows.old. If something goes wrong before the data is restored, and the update is re-run, it will back up your "clean" new folders to Windows.old, deleting the old ones in the process.
The problem we are having is that one of our computers at our branch in Cape Town is stuck in update download mode.... so far has wasted over 300 Gigs of data this month... We can't figure out how to turn it off... short of turning off the whole PC.