You may already have this if you got Office installed. The pkg installer also installs Microsoft AutoUpdate.app in /Library/Application Support/Microsoft folder, which you may or may not want. Both preinstall & postinstall scripts send telemetry data. I noticed that postinstall script does some cleanup if you ever had an older version installed, so this might be good. Using this app you can even review the preinstall and postinstall scripts and decide if you want them to run. I have used it this way for a few days with no problems whatsoever. Use some app like Suspicious Package which allows you to extract the Microsoft Edge.app from the pkg file and then drag it to /Applications.
MS Edge still requires administrative privileges to install on MacOS.
