Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
This policy prevents Microsoft from collecting a user's Microsoft Edge browsing history, favorites and collections, usage, and other browsing data to be used for personalizing advertising, search, news, Microsoft Edge and other Microsoft services. This setting is not available for child accounts or enterprise accounts. If you disable this policy, users can't change or override the setting. If this policy is enabled or not configured, Microsoft Edge will default to the user's preference.