Keep in mind, html5 support on Edge is terrible, at best. I'd guess that you have issues with html5 videos on many other sites as well. Reading through microsoft support threads from the last 30 days shows a ton of issues related to usage of html5 video in edge, which, should be a surprise to no one.
Secondarily, check security settings. Windows firewall, and security settings often block files that are required. Try turning your security settings down to test.
Further, it's important that you run Windows Update. It could be that you have denied a required pack previously, which could be causing issues: https://answers.microsoft.com/en-us/windows/forum/windows_10-other_settings/windows-10-n-media-feature-pack-not-working-after/953d600b-badd-4fdb-8756-6eb3b740d02e You need the windows 10 media feature pack. Depending on your upgrade path, you might have missed this pack at some point.
Good luck! My advice to you would be to use Chrome or Firefox if you want the latest video tech...