Computer Configuration > Administrative Templates > Microsoft Edge - Default Settings (users can override)
Both
HKLM\Software\Policies\Microsoft\Edge\Recommended
Microsoft Edge doesn't clear the browsing data by default when it closes. Browsing data includes information entered in forms, passwords, and even the websites visited. If you enable this policy, all browsing data is deleted each time Microsoft Edge closes. Note that if you enable this policy, it takes precedence over how you configured 'DefaultCookiesSetting' (Configure cookies) If you disable or don't configure this policy, users can configure the Clear browsing data option in Settings. If you enable this policy, don't configure the 'AllowDeletingBrowserHistory' (Enable deleting browser and download history) or the 'ClearCachedImagesAndFilesOnExit' (Clear cached images and files when Microsoft Edge closes) policy, because they all deal with deleting browsing data. If you configure the preceding policies and this policy, all browsing data is deleted when Microsoft Edge closes, regardless of how you configured 'AllowDeletingBrowserHistory' or 'ClearCachedImagesAndFilesOnExit'. To exclude cookies from being deleted on exit, configure the 'SaveCookiesOnExit' (Save cookies when Microsoft Edge closes) policy. To exclude passwords from being deleted on exit, configure the 'PasswordDeleteOnBrowserCloseEnabled' (Prevent passwords from being deleted if any Edge settings is enabled to delete browsing data when Microsoft Edge closes) policy.