It was sending a request to the domain "bingapis.com" with HTTP referer of the current page. Thus, sending your URL to Microsoft. It was a feature that could be turned off, but was on by default.
It's the "Show suggestions to follow creators in Microsoft Edge" feature.
But that's not the only time Edge has been caught with a feature that sends all your URLs to Microsoft:
https://x.com/scriptjunkie1/status/1152280517972299777 - "Anonymous" statistics sends your Windows SID along with the URL visited for the smartscreen feature
https://www.reddit.com/r/browsers/comments/147rdv4/microsoft... - an Image Enhancement feature sends image URLs to Microsoft
https://www.reddit.com/r/AskNetsec/comments/96nwgd/microsoft... - With search suggestions enabled, search suggestions and URLs entered into address bar go to Microsoft regardless of which search engine is selected (Really, typing http: or https: ought to mean no suggestions generated at all)