"bar" is an overstatement if you like me were reading that as one of those early 2000s era browser toolbars. A recent Edge update added a fairly large and persistent Bing icon to the right end of the browser's menu bar. It uses a speech bubble design and is likely part of the push for AI chat powered Bing search. It's obnoxious that you can't hide it but it's more of an eyesore than an actual problem.
You can hide it. Settings->Sidebar->Discover
Finally! It was only hidable via a registry hack when it first came out.
Oh thanks! Frankly the most annoying parts of it were that it made it harder to reach for the overflow menu (which was previously the right-most icon) and that it auto-opens the sidebar on hover delay (which then requires clicking to dismiss).
The dependences I was installing were for a plugin to control Xiaomi hygrometer through Homebridge to be able to use it in HomeKit. Among those packages there was VS Code (for some reason) some C++ redists, Python and some updates from Microsoft as well. But I can confirm the bar was official and from Microsoft.
Upon uninstalling, those dependencies, the bar never appeared again.