They've really made it almost impossible to use as a privacy-respecting browser that lets you pick your search engine. There are a very large number of "on by default" settings that I had to change to turn of things like "Microsoft Rewards" and "creator recommendations."
The default search engine selection in buried in the settings under "address bar search." Even after you change that there is still an un-changeable page that comes up on new tabs that searches with Bing / Copilot, and other various ways to trigger a search that use Microsoft's search engine no matter what.
Also, whatever search engine you use, Edge will send your seaches to MS unless you turn off another "on by default" option.
And then, assuming you've managed to set everything up how you want it, MS will hit you with prompts after various updates to do things like return your default search to Bing.
Together, it all really feels egregious.