I don't really care that it's Edge they're using. But I do really object to applications that open links internally rather than in my browser. Where my cookies and bookmarks and passwords are. And I'm already logged in to the sites I use most.
They can do this in a way that preserves your cookies, bookmarks etc by using the custom tabs API and it'll even respect your browser choice (e.g. it works with Firefox).
Particularly annoyingly, my password manager (Lastpass) stops working, as it thinks the website context is a Microsoft domain, so suggests irrelevant usernames/passwords.
To be fair the same happens with any app that does this (e.g. LinkedIn, Instagram, Facebook), so maybe it's Lastpass's bug. But I get zero value from the captured webview, so on balance I'd strongly prefer if app developers stopped doing this.
Although it's annoying for logins, I really like that LinkedIn doesn't seem to retain cookie state in its in-app browser.
It's a bit like using a private browsing window. Every time I go to something from LinkedIn, it asks me for permission to hold cookies all over again, and this gives me confidence that the site isn't getting any cookies, and my logged in identity on Google (in my regular browser) isn't being tracked by the visited site.
It was annoying when I wanted to follow links to my regular browser, until I noticed that from the WebView there's a way to "share" to another browser (and also an "open in Firefox Focus"), and I can take it forward from there if I want.