@klm0sabl they open in edge because new messenger IS edge, as you noticed. Just like if you're in Chrome and click a link you get chrome, same thing. Clearly Facebook didn't see the point in a native app when the web will do, so they wrapped it in edge. Why edge? Because everybody should have edge, unless you did something odd. But you can get it in Chrome if you scroll up.
Everyone does have Edge, but unless one installs extensions (which, does Edge even have those?), it's a slow browser that shoves at least five tracking cookies onto my system when I open it, and has no adblocking ability. The point I and others are making is that it SHOULDN'T be like this, the standalone app was just fine, and they've provided a garbage "solution" just to save a few bucks. And my mom and I both like having an obvious app window to tab to, rather than it appearing as another browser window (my mom has four windows open, usually).