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Hi @Zhu, Ligong,
Please note that it actually conforms to the behavior of legacy Internet Explorer. When you use Internet Explorer to open no-merge sessions, you'll have to create a new IE instance every time to achieve that. Navigating through the same IE instance will merge the newly opened sessions.
When it comes to Edge IE mode, if you try to open new links from an IE mode tab, it is just like navigating through the same IE instance, so the sessions will merge. But if you open new links from an Edge tab, Edge calls a new IE process every time to render IE mode tab, thus new sessions will not merge if you specify "no-merge" in IE mode site list.
I suggest keeping the "current window"/the page that contains the links to other sites in Edge mode in order to achieve "no-merge".
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Best Regards,
Shijie Li