This has been an ongoing issue for as long as I can remember. I started to use an Edge profile for my admin work in Azure / O365. I have created and synced my admin account profile and set it to launch https://admin.microsoft.com when it opens. From a fresh boot this works fine but eventually, after having closed and reopened this particular profile, it will somehow flip to "continue where you left off" even though the setting still shows "open a specific page" and the only way to get it to load the startup page is to reboot. This is frustrating because my admin session has to be authenticated with password and MFA and all those tabs that open each individually have to be reauthenticated where, if only one tab opens, once authenticated, the session caries into any new tabs.
(Currently running Version 89.0.774.54 (Official build) (64-bit) but the issue has occurred over many Official builds)