You are correct. Given that what shows up when you initially click on "Get Help" is a Windows Help app, that appears to be using Cortana "under the hood" to do a web search based on what you enter, this result is not surprising. Anything that Microsoft is keeping inside the new Universal Apps presentation (for lack of a better way of phrasing it) is funneling straight to Cortana, Edge, and Bing.
The original poster asked about opening PDF files with a program of her choosing, as opposed to Edge, and having links clicked in Outlook open in the web browser of her choice. Both of these are easily accomplished, and permanently, barring another of the major updates that might change those settings. Since there has been a huge outcry about resetting those settings that the user can reconfigure without their knowledge it appears that Microsoft is trying to move away from this practice (that they never should have indulged in in the first place).
My initial statements in this thread are, indeed, correct if one looks at how certain exceptions are actually being produced. If it involves Cortana, whether explicitly or implicitly, then one is definitely saddled with the Cortana-Edge-Bing thruple.
Presenting the willfully ignorant with facts is the very definition of casting pearls before swine.