Although this is in the Canary / Dev channels presently, you can bet Microsoft wants to know more about everything we do. After all its money they can garner with our information. Here is WHY, and, how to disable it, IF and when you get it as a part of the Canary/Dev flow.
https://www.neowin.net/news/edge-wants-to-take-screenshots-of-every-webpage-you-visit-here-is-why-and-how-to-disable-it/
Microsoft Edge 117, currently available for testing in the Canary and Dev channels, has a new toggle called "Save screenshots of site for History" with the following description: