Some users reported a cookie bug in Microsoft Edge Stable version 86.0.622.38. Every time closing Edge and reopening it, it doesn’t remember any of the login info.
There seems to be a very simple temporary workaround for this bug.
Head over to edge://settings/clearBrowsingDataOnClose.
Ensure that Hosted app data is NOT selected, as a temporary workaround. This should ensure that you stay signed into your websites.
Source: Missy – Microsoft