This just started happening to me as well. When I click a link on a web page, occasionally some random website opens in a new tab, and Edge shifts focus to that tab. Then I have to close that tab and navigate back to the tab with the link I originally requested.
Pop-up blocker in MS Edge is on. Malware and virus scans (Malware Bytes & MS Defender) all negative. I have cleared all browsing data including site permissions and passwords; and reset MS Edge. Problem still persists and has propagated to all laptops & PCs with my Microsoft account. Very frustrating - considering switching to Chrome.