Right but they didn't include a screenshot. To my hazy recollection it still shows you what the setting is even if it's org managed. Their description isn't exactly clear to me either:

I found a setting in Microsoft Edge that imports data from Google Chrome on each launch. “Always have access to your recent browsing data each time you browse on Microsoft Edge,” reads Microsoft’s description of the feature in Edge. This setting was disabled, and I had never been asked to turn it on.

The last line isn't clear to me if it was disabled when they checked, or if they think is was disabled before they checked and when they checked they discovered it was enabled.

To your incredibly valid point, it very well could be a bug in the buggiest software known to man, but the fact that it isn't reproducible means I really doubt that, "MiCrOsOfT wAnTs My ChRoMe TaBs."