Microsoft Edge update will allow users to receive notifications while browser is closed. The feature is now rolling out to anyone using Edge 85 on Windows 10 version 20H1 and above. Microsoft is also enabling support for notification badges on the taskbar/dock. This feature works only with Edge 85 (for PWAs) or Edge 87 (for pinned sites) This feature is only available to users using Windows 10 versions 20H2 or 20H3 or higher. To use this feature, Microsoft recommends upgrading to Edge 85 or 87.
Source: https://www.bleepingcomputer.com/news/microsoft/microsoft-edge-to-make-sure-you-never-miss-important-notifications/