New
#1
New Edge Feature
Not sure when this was added (might have been the most recent Edge update), but they now have a "Do not allow this site to open more dialogs" checkbox so those input hijacking websites that claim to be a virus, or from Microsoft can no longer be permanently locked out.
It works pretty well, though it can take a few seconds for the malicious site to cycle through all its scripts trying to open more dialogs. Eventually you can close the tab.