Microsoft has gone the direction of making the Edge browser a true app now and additional security is in place much like the Internet Explorer Enhanced Security that we have grown to love and hate. In order to get rid of this message and be able to use your Built-in administrator account to use Edge, you need to modify your local security policies. You will need to log out or restart the computer in order to apply changes.
By default in Windows 10, you download Windows updates and apps from other PCs in addition to Microsoft. Definitely, this can help speed up app and update downloads but when this is turned on, your PC may also send parts of previously downloaded Windows updates and apps to PCs on your local network or PCs on the internet! Hopefully, you can disable this mechanism by going to Windows Update options.