At least on Windows it is trivially easy to use a different browser and set it as the default.
For a while...
No, it's not. On 11 at least, any link that is part of the OS (or at least modern parts of it) will still forcibly open Edge, including anything you search in the start menu. It's not possible to change this without third party software.
The harder they try, the more "NO. FUCK OFF" I get. :/
Then they started packing more features into it than a shareware application in the 2000s. They even went so far as to bundle code that replaces the checkout form in web shops (breaking some of them, of course). Their disgusting methods to force people to use Edge also turned me off. Something good doesn't need its user base to be forced to use it.
It's a real tragedy. Edgium had some great features and Super Duper Secure mode is the obvious next step in defence in depth for browsers. I just can't trust it anymore.
(No, using a plugin/extension to do this doesn't count, IMO.)
I've been doing Web applications longer than I'd guess your typical HN commenter has been alive. The main conclusion I have come to is that the Web is a great platform for sharing documents, and a lousy platform for applications.