This means that Edge is still setup as the default application for some file extensions.
1. Select the Start button, and then type Default apps.
2. In the search results, select Default apps.
3. Scroll down until you find: Set defaults by app, find and click on edge then click on Manage.
4. For every line that you see edge, click on it and switch to Brave (or your preferred browser)if it is available. You’ll notice some of them cannot be changed, but since you are going to disable it following the previous instructions it will never be open. Besides most of those protocols are Microsoft related and we don’t really care about them.