This may in fact be because Google lets advertisers set a totally different URL than the one that they actually direct you to, so that advertisers can implement various tracking schemes.

This is also exploited by malicious actors to occasionally buy out fake ads for amazon.com or bestbuy.com (or even, hilariously, youtube.com) which actually direct you to support scam websites claiming your computer is infected.

Google seems to have no desire to correct this by making their advertisements show you the actual URL are you going to be directed to.

Verify that any link you click on is not an ad. Always look for the first native result. The policies permitted around ads make them simply a security risk to click on.

You didn't click on a search result, you clicked on an advertisement.

A good reason to use at the very least adblock.

And to avoid Microsoft edge. Why do I have to open Windows store for an add-on to my browser? Why can't I do it from the browser like in Mozilla Firefox or in Google Chrome?

I quite like Edge tbh. It's my main browser. Nearly a year now.