DOCX Content Types Edge SP2019

When using Edge (chromium) and creating a new document in a library from a Site Content Type that is a DOCX file the file that is created is created in the library is just called "Document" with no file suffix / type. Similar with an XLSX file, a file called "Book" with no suffix is created. 

If we use Site Content Types of DOC or XLS (so office 97..) format, then it at least creates the files with the correct file types / suffix. See attached images for examples of the files created while in Edge.

In both of these scenarios though it just creates the file and not even with the filename of the content type, it does not open it for editing (obviously with the DOCX file there is no file type so it couldnt anyway).

In Internet Explorer 11 creating a new file from a DOCX or XLSX Content Type opens up a new file with the name from the content type in the client application ready to be saved back to the Document Library.

We do not have Office Server so SP is set to use the client application everywhere.

Is this something we can change, or expect MS to fix? Does it affect SP Online?