Microsoft is testing a key improvement for Progressive Web Apps in the Microsoft Edge browser. Noted by Neowin, and Redditor u/Leopeva64-2, the Canary version of the browser now has an option for PWAs to better handle and open external links -- meaning that for certain associated or shared content, links will open in a PWA instead of the main version of Edge.
Right now, you need the latest version of Edge Canary (102.0.1220.0) to try this out. You'll also have to have Edge Canary set as your default web browser. Once those two prerequisites are met, you can install an app as a PWA, following our previous guide. YouTube, or Discord work best in this case. You can then go to edge://flags/#edge-webapp-link-handling and enable the opening supported links with installed web apps option.
Once you restart, there are some extra steps needed. Head back into Edge's settings and visit edge://apps and from there, and check the Details page for an installed app. Make sure link handling is toggled. Then, from now on, when you click a link that relates to app, it'll open as a PWA. Say, a YouTube video, or a Discord invite.
This feature is designed to help fill the gap where web developers might not have their app registered to handle links that covers the scope. It works with both manually installed web apps or PWAs that Edge will prompt you to install on its own. Microsoft also seemed to have hinted at this feature in Edge version 97, so it might not exactly be new.