Favicon on Microsoft Edge has issues, it loads some times but most of the times it shows a windows icon as below. jonathanr01 reported this issue in this post
I have the same exact versions for Edge and EdgeHTML, and I don't see a favicon on https://msit.powerbi.com.
When I load my usual report from an autofilled link in the address bar, I get no favicon at all, not even the default Edge favicon. When I tried visiting app.powerbi.com and got redirected to msit.powerbi.com, I had the default Edge favicon that's in the original post above.