I prefer Outlook Personal Web App (PWA) over the thick client.
The problem I was having was that clicking on a http link within an email opened Edge rather than my default Chrome.
I double-checked the default App settings in Windows 11 and everything was set to Chrome.
Sadly, the instructions for setting the browser in the Outlook thick client application do not apply to the Personal Web App. Even though you set it to "use the default browser" that setting is not respected in the PWA, nor can you set it in the PWA.
The solution is to actually set the PWA as a Chrome app, not an edge app.
In Chrome, navigate to https://outlook.office.com/mail/.
The button to install it as a PWA is on the search bar. Click on that.
