1. Install uBlock Origin in Edge.
2. Start Edge, browse to MSN Weather.
3. Click the "Add an Application" button in the address bar to get a Start Menu icon for the page.
4. Delete the in-box Weather app icon.
Now you get the same Weather app in about 130MB of RAM, with no ads. It's not as nice as a native app, of course, but it's 1000% better than the useless ads and MSN feed that you can't block from the built-in Weather icon.
(Also, go into Widget settings and turn off "Discover / Microsoft Start feed". Same crap, different surface. Get rid of it.)