I had this same frustration with help links, from within Windows, opening pages in Edge when Firefox was my default browser.
I found the following which does a great job of making sure that those links now open in my default browser:
https://msedgeredirect.com/MSEdgeRedirect
That link, as of today, brings you to the githubGitHub project. Scroll down on the main page to the download link for the exeEXE file. Occasionally after doing a Windows Update, Edge could be restored for handling these help links inside of Windows, but MSEdgeRedirect will detect the change and prompt you to ask if you want to fix it again.
***** (5-stars)