What's strange or new about this? A new program was installed to deal with PDFs so Windows asks if you want to use a different program for opening PDFs. I can do without the special treatment for Edge though, there's nothing that makes it special other than that you don't need to install Chrome on new Windows machines anymore.

From a technical standpoint, Edgium and Edge are significantly different. The migration to Edgium was actually surprisingly smooth, I've gotten Chrome updates that broke more spectacularly and that's the exact same browser.

As another comment here already suggested, there's a good chance this has nothing to do with Microsoft because Firefox registered itself as a PDF handler in the last major update.