This functionality is actually needed in highly regulated industries like banking or government.
Which is, you need a way to secure how your employees are accessing information.
And when everything is moving to becoming a cloud document (or document hosted on the cloud), not being able to have control over the browser in which that information is viewed with is a huge threat vector.
So I totally understand why they have to ability to launch all links with Edge, and then Edge have built in privacy controls.
So if you're an organization that need these higher level security controls, this is actually what you want.
What the article doesn't make clear is, is Microsoft actually defaulting to this to all customers.