It’s recommended for security reasons that you define a non-administrative user to do your web browsing and other normal activities, and only run as an administrator when you have to install a program or do system-admin tasks.
Most Windows users ignore that advice because it’s somewhat inconvenient, so security be damned, they run with administrative privilege all the time, which puts them at risk when web browsing.
That said, I haven’t installed Chromium Edge myself yet so the above is a guess at the meaning of your warning message.
“Most Windows users ignore that advice because it’s somewhat inconvenient”
It’s not only inconvenient it is not readily apparent how to do that.