This is happening because of Microsoft’s own Internet Explorer to Microsoft Edge redirection for compatibility websites.
Currently, some sites are considered incompatible and automatically redirected from IE to Edge. Redirection is the default behavior on Windows 10 (21H1, 20H2) with the latest updates installed.
You can read more about this here.
When you use PolicyPak Browser Router, chances are you want fine grained control instead of some websites (none of which you control) redirecting to Edge.
As such, to turn off Microsoft’s own automatic redirection behavior you need to locate the
Computer | Admin Templates | Microsoft Edge | Redirect incompatible sites from Internet Explorer to Microsoft Edge.
Then ENABLE the policy and set the options within the pulldown to Disable as seen in the screenshot.
You can also use Intune / other MDM as explained in the URL above to stop this behavior.
Then, PolicyPak Browser Router will be 100% in charge of your URLs and the routing / redirection.