The PDF reader in Edge is pretty barebones today. It works great on Mobile for tickets and invoices and stuff, but on the desktop I still prefer Adobe Reader XI because of its richer feature set. In theory, it would be great if one didn't need a separate application for viewing PDFs because they are pretty common these days, but Microsoft has a history of providing an incomplete feature set when it comes to out-of-the-box solutions (see the Mail and Calendar apps which are still pretty barebone since they were first released with Windows 8 in 2012, or File Explorer and Notepad since... like forever).
I just read an article on how Edge bug scrambles numbers in PDF files. You can have 99999 typed on a form and when you print, it will show 1444777 or something like that. Very cool bug! I HATE Adobe - it always re-installs itself after CCleaner use, which is why I switched to Foxit Reader and love every bit of it.
I used to use Adobe, but why now when we have Edge or Chrome? For downloaded PDFs I use Edge. It just makes sense. It works, and is already installed with Windows. If I need something more powerful of course I would use Adobe.
Adobe is simply the best--I have no emotional sentiment about software... I'm wondering why suddenly Microsoft thinks a pdf reader is so important for Edge--when there are so many other things that Edge badly needs to fix.
I usually have Sumatra installed but for .pdf links I just let it load up in Chrome instead of downloading to my folder then opening in Sumatra, saves time.
I use PDFXchange-Editer (the replacement for PDFXchange-viewer) It also allows notes to be added to a PDF file.