hi UnsurePenguin
the new version of Edge is built on the chromium platform and has a similar "feature".
Depending on installed extensions, edge may continue to run in the background so may not actually be open in a window for this to appear when playing media.
Open edge
enter the following into the address bar and press enter
edge://flags/#hardware-media-key-handling
Set Hardware Media Key Handling to 'Disabled'
restart Edge.
to stop edge running in the background
in edge, click the ellipsis (...) and select settings
select system in the left panel
in the right pane, turn off "continue running background apps when Microsoft edge is closed"