In the Azure Intune portal, the informational field says for better experience use Edge, but if i use it, edge says it is not supported and refer supported browser. Sounds like a ping pong game? :) lol
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Logging in to the classic Intune portal with Edge will show an unsupported browser message.
Logging into the Azure Portal with Edge works okay for me, I haven't seen any browser support warnings there and I'm in there most days.
I don't see the same experience.
Perhaps you can share some specifics then. The URL you're navigating to? The steps that you're taking before you see the message? A screenshot? Etc...