You can disable this behavior from Edge by going to Settings > Default browser > Let Internet Explorer open sites in Microsoft Edge and setting it to “Never”. No need for disabling all add-ons or modifying the registry. You might need to restart IE after changing the setting for it to take effect.

See also: https://answers.microsoft.com/en-us/ie/forum/all/disable-automatic-redirection-to-microsoft-edge/44996cd6-b2d8-43dc-82ed-fe96c959f8fe

If it’s still unclear here’s a link that has step-by-step instructions with screenshots: https://www.tenforums.com/tutorials/163941-turn-off-let-internet-explorer-open-sites-microsoft-edge.html