@Pavel yannara Mirochnitchenko, Thanks for posting in Q&A.
From your description, I know want to disable the Microsoft Edge first time welcome back page but failed.
From the information you provided, I noticed that you have configured related settings to disable it, and it failed some time, to clarify the issue, please be sure the policy applies to device not user, then go to edge://policy and check whether the policy has been successfully applied on Microsoft Edge.
Moreover, here are some other methods you can refer to disable first time welcome back page, such as GPO or Registry.
https://www.thewindowsclub.com/disable-microsoft-edge-first-run-welcome-page
Non-official, just for reference.
Hope it will help. If there is any update, feel free to let me know.
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