Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
Allows users to import Cookies from another browser into Microsoft Edge. If you disable this policy, Cookies aren't imported on first run. If you don't configure this policy, Cookies are imported on first run. You can also set this policy as a recommendation. This means that Microsoft Edge imports Cookies on first run. **Note**: This policy currently manages importing Google Chrome (on Windows 7, 8, and 10 and on macOS).