See the two images I attached. Both of them show the import options you get in Edge, in different places: one in the setup wizard, soon after you install Edge, and the other from the Edge settings.
The option to import browser data from Favorites/Bookmarks HTML file should be present in both places, not in just one place. Users won't look deeper if they see that the initial setup wizard doesn't allow Edge to import browser data from HTML files. They will just assume that this feature isn't there.
You should fix this, especially if you do not plan to implement import scenarios from less popular browsers like Opera or Vivaldi.