How can I make links from Outlook to open in Edge, but keep Safari as my default browser?

Check out Browser Picker

https://apps.apple.com/ie/app/open-link-pro-browser-picker/id1530712347?mt=12

As for feature requests, they go here:

Feedback - macOS - Apple

Hi GGDNed,

Thanks for posting in Apple Support Communities.

Edge can be set to be used as the default browser for Outlook links when using a PC. You could either copy and paste the links in to Edge or change the default browser.

Change the default web browser

Make sure that the web browser you want to use is already installed. Then find out which version of macOS you're using and follow the appropriate steps. 

In macOS Ventura or later

1. From the Apple menu  in the corner of your screen, choose System Settings.

2. Click Desktop & Dock in the sidebar.

3. Scroll down and choose a web browser from the “Default web browser” menu on the right.

In earlier versions of macOS

1. From the Apple menu  in the corner of your screen, choose System Preferences.

2. Click General.

3. Choose a web browser from the “Default web browser” menu.

Regards.

What is described above will change the default browser of the system but requirement here is that only the links clicked within Outlook just go to EDGE, reset still should open in the default browser of the system.

It gets pretty annoying copy pasting each link to open up in EDGE. And specially with opening documents shared within outlook that are actually shared on sharepoint and clicking on them directly opens up the login page safari, it becomes a super complicated.

MacOS should allow setting app based defaults for things, especially browser to allow a single computer to be used for both Work and Personal.