I checked Google Chrome Canary (their version of Edge Canary) and they don't have it either. So both Edge and Chrome don't have the option nor have it in the first beta stage. I did check Firefox ESR and they kind of have it. I included a picture of there's. You can opt to keep certain cookies/data from deleting in Firefox through their "exclusion" tab. But Firefox uses a different lay out engine (Gecko) than Chromium. It would be an interesting add if possible.