Chrome has this thing called ublock though, that's enough not to take edge seriously
When you're penetrating the inter-tubes you should be protected.
Privacy Badger's goal is to block tracking cookies and similar tools. Ads can, by obeying "do not track" instructions and similar, avoid being blocked by Privacy Badger, and so while some ads do end up getting caught in Privacy Badger, many do not. Privacy Badger is about protecting your privacy, not preventing advertising.
Note that I've contacted the EFF regarding Privacy Badger on Edge, and they said they were working on it.