Hi @milolav
You don't have that option maybe because the Microsoft account is the main account you use to sign in the computer and the main account will allow all apps to sign in. Only if you can set that option then you can avoid Edge automatically signing in with Microsoft account.
As far as I know, there's no option to disable only Edge from automatically signing with Microsoft account. I also click the Manage button of the account to see if there's any settings, but I find no. Besides, in the description of HideFirstRunExperience policy, it says:
The user will still be automatically signed into Microsoft Edge if the Windows account is of Azure AD or MSA type.
So I think it's by design that Edge will automatically signing with Microsoft account if you log in Windows with Microsoft account.
About pining Edge to taskbar, that's the default behavior of Edge browser. Even if Edge doesn't automatically sign you in, it will also pin itself to taskbar. If you don't like the feature of Edge or have some suggestions about Edge, I suggest you can provide your feedback using Alt+Shift+I in Edge.
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Regards,
Yu Zhou