Office 365, Outlook for Windows, Open links with preferred browser
Microsoft's most recent Windows and Office updates added a separate setting for how links are handled. Outlook is set to use Edge even if you have a different default browser set at the OS level. Follow the steps below to change this behavior.
In Outlook for Windows, go to File -> Options
In Options, choose "Advanced" and scroll down to "Open hyperlinks from Outlook in"
In the drop-down, change from "Microsoft Edge" to "Default Browser"
Click "OK" to close Options.
That's it!