I wouldn't complain about favoring Edge by just having it pre-set as the default when you install Windows. That's fine and reasonable to me, you want some kind of default browser anyway, if nothing else, to install other browsers.
But the OS complaining about it when you switch is stupid. Whereas you can argue that having some kind of browser built into the OS is a reasonable necessity for user convenience -- and you could argue this for other app types too, like image viewers and video players -- having the OS try to convince users to not switch is explicitly anti-competitive.
Many places have laws, under headlines like "monopolies" or "anti-competitive behaviour", that have evolved precisely because of the danger of allowing a business entity that has achieved a dominant position in one market to exploit that position to gain an unfair advantage in another market (even if the former position was achieved entirely on merit).
Many places have evolved a regulatory environment for services, particularly those considered essential, where commercial providers of those services are restricted from freely performing certain acts that would harm a user of their services even if it makes business sense to do that.
We evolved these rules because there is a huge imbalance of power in these situations and we learned from experience that allowing the big guy to exploit that imbalance to the detriment of the little guy is bad for society.
The need to apply similar principles to modern technologies and communications services is abundantly clear. The legislators and regulators are just a decade or two behind the technology, as so often happens. Now we're starting to see the pendulum swing back and it will probably go too far the other way, with technologically illiterate political appointees seeing potential power and/or revenue that can be generated from applying heavy-handed control to the big tech firms and doing their own kind of damage to the societies they supposedly serve. Witness the current wave of laws and regulatory actions in basically everywhere in the West that isn't the USA.
But anyway car analogies are pretty skewed.