Broader OGG support is now in development: https://developer.microsoft.com/en-us/microsoft-edge/platform/status/oggcontainer/damasta commented
Ogg container with opus and vorbis codec support are the 6. and 7. most voted for features for Edge on uservoice. Please do not continue to ignore these requests. And please don't forget Edge on Mobile. For a mobile device, It is an excellent browser and handles other video and audio brilliantly. Streaming h.264 or h.265 to the recent Lumias is super energy efficient - 45 minutes of full-HD only "cost" about 15% battery on my 950XL. If that could be extended to truly open HTML5 standards, edge would seriously rock.
OGG support is now in development: https://developer.microsoft.com/en-us/microsoft-edge/platform/status/oggcontainer/