@rakp72a Welcome to the Microsoft Edge Insider community, and thanks for reaching out.
This is an intended behavioral change since the legacy version of Microsoft Edge. The current behavior is that if you have a Microsoft Edge window open and then try to open a new window from the Taskbar or Start menu, you will get the New Tab Page, even if your settings are set to a specific page or open last tabs. However, our team would love to know if this isn't working for you! We'd love for you to tell us what you'd prefer to see by submitting detailed feedback about this through the browser (Shift+Alt+I).
Fawkes (they/them) Project & Community Manager - Microsoft Edge