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As described in Protecting users from potentially unwanted applications in Microsoft Edge - Microsoft Edge Blog, beginning with Microsoft Edge build 80.0.338.0, a new feature has been added to prevent downloads that may contain potentially unwanted apps (PUA) by blocking those apps from downloading. Although the feature is off by default, it can be enabled by doing the following:
1. Open Settings.
2. Select "Privacy and services".
3. Scroll down to Services, and turn on "Block potentially unwanted apps".
In the event an app is mislabeled as PUA, it can be kept by tapping "…" at the bottom of the notice shown when an app is blocked and selecting "Keep" > "Keep anyway".
To report the app as safe, go to edge://downloads/, and select "Report this app as reputable", which will result in a redirect to the Edge feedback site.