Don't forget that this test only shows how capable the different browsers are in blocking malicious sites. That clearly isn't the only factor you should consider when picking your browser. Browser security consists of much more like site isolation for example.
Five security advantages of Edge over Chrome (and Firefox)
De-elevation on launch.
When Edge is started with high integrity rights (admin) the broker process is automatically brought back to medium IL/standard user rights. This effectively puts Edge the broker process in an additional standard user sandbox. Edge and Chromium both use a Separate update process, therefor the broker process does not need admin rights. Firefox surprisingly still offers the option to disable updating Firefox using a separate update service (requiring admin rights for the broker to update Firefox).
Code Integrity Guard for broker process (option)
The broker process is often attacked by spyware and banking malware. That is why it is an advantage to allow only Microsoft signed DLL's to load into the broker process. You must enable CIG in Microsoft Defender Exploit Guard (the exploit guard also works when you are using another AV). This additional security requires a user interventions and can only be used when your AV is co-signed by Microsoft (a lot of security programs inject a DLL into browser broker process). Chrome and Edge by default enable CIG for the renderer process (a security feature which Firefox lacks).
AppContainer for renderer process (option)
In the future this will be enabled for stable versions, since V96 by setting a registry key RendererAppContainerEnabled to 1. AppContainer is a more restricted level than Untrusted in which the Chrome renderer process runs ( again Firefox lags behind because Firefox renderer runs with Low level rights, that is one level higher rights than Chrome Untrusted level).
Super duper secure mode
As this video (and often other studies) show Smartscreen is better than Chrome's safe browsing and Firefox's weaker version of Google's safe browsing.
This technical only comparison is unfair for Firefox. One must also take the return on investment into account for hackers. Because Firefox has a lower market share (and probably near zero market share in the corporate market), it is also less under attack than Chromium based browsers.