
Are the servers domain-joined or Microsoft Entra joined? Could you please share your application association file?
You can refer to this doc: Set Microsoft Edge as the default browser about how to set Edge as default browser. I test on a domain-joined Windows Server 2019 using Set a default associations configuration file group policy and using the application association file in the doc, it takes effect after I re-login the server. Please make sure Edge is installed on the servers and note that:
If this setting is enabled and the user's device is domain-joined, the associations configuration file is processed the next time the user signs on.
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Regards,
Yu Zhou