Hi,
By any chance, did you accept this prompt by mistake when you set a custom startup page (see the image below)? If so, that might be the reason you're having this problem. Try restarting your computer first, then set a custom page again to see if it works. If it still doesn’t apply, you may need to create a new Edge profile and set a custom startup page there before signing in to your Microsoft account. Do you want your new tab page changed as well?