As far as i understand it it doesn't even check your location. It checks the Language & Region in your initial Pc Setup steps. So you have to reset your pc to do that... Until someone figures an alternativ way without resetting your pc i guess.
I could totally be wrong. That's just something I read in a few news articles. could be a check that only triggers there that changes a few reg keys or whatever. Or it is bullshit and it works post initial setup. 🤷♂️
At least in the past this sort of thing has sometimes made it into Group Policy settings that can be set if you use the Pro version of Windows, but more and more of that is locked down.
A bunch of privacy related settings for Edge can only be set if you're running the Education version of Windows. On Pro/Enterprise the options are available but won't work. Microsoft is determined to make it impossible to run Windows without allowing them to do whatever they want with your data.