Well if I reread your post through a different lens…
When you pxe boot through the fog iPXE boot menu and let the default “Boot to hard drive” menu happen, when windows starts the iPXE dhcp name is still in place and windows is happy to just use that lease. If this is the case then iPXE might not be releasing the dhcp lease when it boots from the hard drive. In this case its not clear who is at fault (iPXE or Windows for just reusing what was there)?