Almost everything that runs on Windows was built for Windows. So it's a true statement, but pointless. That's like BF Goodrich advertising their tires as "built for cars".
You're right, clicked it away so many times over the years and never stopped to think what a silly statement that was. I feel like it was for a time when 10 was a new shiny 'mysterious' thing, that it might convince people into thinking it needed something special, but has just aged like milk.
That unlike teams, which they didn't bother to build for windows and instead used a webapp, they actually bothered to use their own ui tools on their own operating system for a change?
(But I guess they only did that so that teams could be a webapp, based on edge...)
Microsoft Edge is integrated with File Explorer in Windows 10 through a feature called "Pick up where you left off". This feature allows users to resume their browsing session from Microsoft Edge directly within File Explorer.