Behaviour of Notification for Edge

I have a question about the behaviour of Notifications in the Action Centre.

With some applications, for example mail, if I click on the notification for a new mail it will take me to that mail.

However, with notifications for Edge, if I click on the item in the Action Centre, it does nothing.  Is that expected behaviour?  Or do I need to do something to allow the link to be followed?

Thanks,

A.