I discovered that in the newest iOS version of Edge app it does not work with the deep linking. In my case it's adding a server to another app. It works that way that you paste a link which invoke the app and add server to it it's like: Myappname:\\settings_for_the_apps
I thought this was a problem with app protection policy from Intune but no, on plain edge it does not work as well.
Did anyone experienced that problem? Edge version - 93