Re: "It's worth turning on the (potentially) privacy-invading Cortana for that feature alone."
Also doesn't Edge use cloud-based cookies, which you can't turn off and which will be of course available for MS to use as they wish. Hand in hand with Cortana, we also have
"...collects and uses various types of data, such as your device location, data from your calendar, the apps you use, data from your emails and text messages, who you call, your contacts and how often you interact with them on your device. ... also learns about you by collecting data about how you use your device and other services, such as your music, alarm settings, whether the lock screen is on, what you view and purchase, your browse and Bing search history, and more."
"We will access, disclose and preserve personal data, including your content (such as the content of your emails, other private communications or files in private folders), when we have a good faith belief that doing so is necessary to protect our customers or enforce the terms governing the use of the services"
I'm reasonably sure at least some of that is illegal under UK laws, and bits are positively Orwellian.