Give this a try; works for me & should work for you, also. > Settings > Apps > Default apps. Scroll down to Web browser. Left Clk on the one showing & you will see a list of available choices. Click on the one you want, Canary or other. But, until, Edge C is, actually, our 'embedded' browser, via GPO may not be doable. You may have to set each User machine as I have described above.
Yes, we know the manual method works, but are looking for a way to do this via GPO (or scripted). Luckily it's only one user right now, but we will be rolling this out for test before Edge C is stable (or "embedded"), hope we can find a way to do this programmatically.