Edge - Clear Cache For Specific List Of Sites on Close

Can a new policy and setting be created that can configure Edge to always clear site data on close for a specific list of sites? 

We have some vendor sites that are for the enterprise that are having issues related to cache. When we clear cache or open that site in InPrivate mode, it always works.

It would be nice if I could define a list of sites in Group Policy that will always clear their stored cache when Edge is closed so that no site data is left behind. This is also a nice feature from a risk management perspective.