Would it be a big deal for your landlord to push his friend in the door when you try to let your friend in? After all, he owns the home (you just pay for a license to use it), and he trusts his friend, so why should you care?
You use any feature of the OS that would open a Web page, like Start menu searches, "help" links (that nowadays are just links to Bing searches, another shitshow I won't get into), or dynamic wallpaper info bites.
The system says "fuck you" and opens the browser that is more convenient to their economic goals rather than your explicit choice.
Is it illegal? Thank god no. Is it subversive and a complete dick move? Definitely.
I would think at most something along "systems should respect user preferences where available", but definitely not "systems should never override a user preference", since there are valid cases for the latter.
Let me give you a real example. Microsoft has a link to manage your Microsoft account online. This opens in Edge and thus can auto-login to your account. That is the expected and secure behavior. Firefox shouldn’t be able to hijack that.
Also you can still use any browser to check the weather. Just not via the integrated windows app.