ChangeMicrosoft Edge
Microsoft Edge: Tracking prevention when browsing InPrivate
Microsoft Edge will apply the same tracking prevention settings to InPrivate browsing windows as regular browsing windows, unifying the tracking prevention experience across both modes. This is an automatic behavior change with no configuration required.
Microsoft's description
Microsoft Edge is unifying the tracking prevention experience for non-InPrivate and InPrivate browsing windows. Microsoft Edge will use the same tracking prevention setting as a normal browsing window when in InPrivate mode.