Google's vague warning doesn't explain why Edge is a problem in this scenario.
You can dismiss the warning and continue installing extensions in Edge -- Google isn't stopping you from doing anything. It's a bit like Microsoft's scary pop-ups in Windows 10 a while back that said Chrome was worse for your battery. Although, this isn't a completely new tactic for Google, either. It has occasionally "warned" users of other browsers using its products that Chrome is better at running those services.
Interestingly, both Opera and Brave use Chromium these days, and there's no warning for those users when visiting the Google Web Store. Microsoft is simply a much bigger player, having rolled Edge out to most Windows 10 devices. That's suddenly a lot of people using a non-Google browser to install Chrome extensions that might be a large attack surface. Still, Microsoft doesn't allow third-party extension installs by default. You'll have to turn that on first.
Now read:
