Also see the instructions I just posted about how to set what opens when Chromium-based Edge is initially started, here:  Chromium-based Edge: Setting Home Page, Default Opening Page(s), and Search Engine.  It sounds as though you may have the Continue where you left off option chosen.
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Brian - Windows 10 Pro, 64-Bit, Version 1909, Build 18363  

Tolerance is the positive and cordial effort to understand another's beliefs, practices, and habits without necessarily sharing or accepting them.

        ~ Joshua Liebman