
Hi Shamyog Tamang, I am glad to be able to help you.
Since I am mainly responsible for SharePoint usage, I don't know much about Group Policy Objects.
For this issue, I tested in my environment by following the below tutorial (attached at the end of the article), which sets the default home page to Edge Microsoft via Group Policy.
Then I can open the Edge browser normally to display my Site, except for the first time when there is no browsing history, I need to log in to the account, and then log out and reopen without prompting the user to log in.
Since we can't determine how you used the GPO settings, you can also try the following tutorial to see if it works for you.
You can also provide more screenshots of the issue so that we can make further troubleshooting.
Best Regards.
Tutorial for your reference:
https://www.youtube.com/watch?v=7bpr3g4DSKM
https://techexpert.tips/windows/gpo-configure-microsoft-edge-home-page/
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