I agree, I do love that edge is leagues better than IE (which isn't saying much, but there has to be some Kudos to actually making a web browser). But I think that many people who are focused on privacy do not use chromium based browsers with heavy telemetry like Chrome/Edge.
Firefox or even its privacy focused variants are the way to go if a user wants total control over their privacy. That and probably using adguard dns for some extra help. Although that's trusting a different company to handle your traffic.