There needs to be a policy to enable Edge Secure Network

HotCakeX 

When configuring Microsoft Edge through Group Policy or the registry, certain features, such as Edge Secure Network, may become unavailable if policies conflict with the feature's requirements. Some policies might inherently disable the Edge Secure Network feature due to conflicts in security settings.

You could modify this key in the reg. This key allows the Edge Secure Network feature to remain enabled even when other policies are applied.
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Edge

Create a new DWORD:
Name: SecureNetwork Type: REG_DWORD Value: 1

If you are using Group Policy to manage Microsoft Edge, you can configure the relevant policy to ensure Edge Secure Network remains available.

Computer Configuration > Administrative Templates > Microsoft Edge

Look for a policy setting that explicitly enables the Edge Secure Network feature or ensures that policies do not conflict with its availability.