They don't support keychain for the individual sites (though it does use the keychain password like chrome to encrypt site logon credentials) but it does use it for application passwords. Like logging into Edge itself for the user data syncing.
https://developer.apple.com/documentation/security
that specifies this restriction. Maybe I couldn't find the reference.
I'm pretty sure the Chrome folks removed it because they didn't think the Keychain was secure (at least from the readings I've done).
All macOS apps have full access to the Security framework in macOS including Keychain and keychain element management.