Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
This policy controls whether browsing history is deleted from Internet Explorer and Internet Explorer mode every time Microsoft Edge is closed. Users can configure this setting in the 'Clear browsing data for Internet Explorer' option in the Privacy, search, and services menu of Settings. If you enable this policy, on browser exit Internet Explorer browsing history will be cleared. If you disable or do not configure this policy, Internet Explorer browsing history will not be cleared on browser exit.