Hi @Zhu, Ligong,
This behavior is actually by design. The sub url belongs to the root url. In other words, the sub url and the root url share the same process, so whether you open the sub url under the same IE mode tab or a new tab, sub url will share a session with the root url. For more information and explanations about "no—merge" feature in IE mode, you can refer to this link: https://learn.microsoft.com/en-us/deployedge/edge-ie-mode-faq#does-ie-mode-on-microsoft-edge-support-the-no-merge-option-that-was-supported-in-internet-explorer-11.
Surely, you can press "Alt+Shift+I" in Edge to submit feedback.
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Best regards,
Jinxin Wang