For those of us with experience managing Windows environments, we know that for a long time, Microsoft have offered much more customisations for Windows and the apps to organisations. And in this case, to fully customise the Edge browser, you need to have your Windows computers joined to an AD domain, or enrolled in Intune which Microsoft is pushing as the future replacement for traditionally managed networks.
It sucks that home users can no longer customise this setting. My advice - stop using Edge. Windows 11 and Edge are incredibly hostile towards its users. I use Windows 11 daily, and it's incredibly frustrating how a generally nice OS is ruined by stupidly hostile moves by Microsoft. For example, they've gone to the effort of including a widget sidebar, but you can't fully customise it - you're forced to include a news feed of crappy articles from Microsoft-chosen publishers. Very frustrating.