So does Microsoft Edge.
Try 3 solutions in this post.
Here is how to do the backup task.

Open Microsoft Edge on your rig.
PressCtrl + Shift + Oto fire up the Favorites window.
Click thethree-doticon and selectExport favorites from the dropdown menu.
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In the prompt window, you oughta choose a save location for the exported file.
ClickSaveto confirm your option.
Recover Lost Microsoft Edge Bookmarks
What if you accidentally delete your favorites on Microsoft Edge?

It is possible to recover the deleted one?
Fortunately, you have several methods to recover lost Microsoft Edge favorites.
If this method doesnt help you to locate the deleted favorites.

Get the free edition of this software to see whether it can find your required item.
Additionally, you might chooseSelect Folderto scan the Microsoft Edge favorites stored location to find the Bookmarks file.
Favorites are lost in Microsoft Edge?
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you might read this post to recover deleted Favorites in Microsoft Edge with tested methods.
Read the content you prefer to get some useful information.