Hi
Usually Edge or Windows don't change the default reader automaticly. I suspect a GPO set for Edge overwrite your choice.
Please check your GPO.
User Configuration > Administrative Templates > Microsoft Edge
Always open PDF files externally set it to Enable.
If you don't have access to the main GPO's console, check if that registry is set, and chnage it to 1;
HKEY_CURRENT_USER\Software\Policies\Microsoft
AlwaysOpenPdfExternally (DWORD: 1)
Reboot after, and that should prevent Edge to take back the control of PDF's file.