Not sure if Edge is officially supported with 2016 online, but we have found a recurring issue with Edge when you try to add a custom filter to a system view. The platform throws a script error and the user is redirected back to their default landing page. We've tested the exact same click path with IE, Chrome, Safari, and Firefox and the same filtering works fine.
It doesn't appear to matter what type of field or what entity. It seems to consistently fail in a similar fashion with Edge.