Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
Enable the option to allow the use of guest profiles in Microsoft Edge. In a guest profile, the browser doesn't import browsing data from existing profiles, and it deletes browsing data when all guest profiles are closed. If you enable this policy or don't configure it, Microsoft Edge lets users browse in guest profiles. If you disable this policy, Microsoft Edge doesn't let users browse in guest profiles.