Not being open source ≠ not safe.
Microsoft ships hardened Chromium basically, with sandboxing turned up to eleven.
They also run their SmartScreen filtering on top of that.
Also, Firefox is more private, not secure. Either you run LibreFox or it’s less secure than Edge by default.
This was the pipe dream for many many years now. Not the first time MS is talking about it either.
It’s a thing in the Linux world and it’s just too costly to support and therefore most user facing distros outright don’t support it.