Side note that I'm posting to Windows groups...
Just did a fresh install and upgrade to Windows 20H2 on another PC and got an error from Microsoft trying to download Avast on Edge (second run of Edge to get rid of 'Whats New' page).
Dont know if Avast needs to contact MS but ya'all probably have better luck than my lonely voice shouting on MS/TechNet forum

I did report the app as safe too.
EDIT: Avast gave me the same warning dialog after it got installed and I reopened Edge on the machine I just did the fresh install on as well.