I am a pro-edition owner and are experiencing the same W10 Professional Edge Database warning.
After checking do not show me this warning again, now rather than prompt me to close the database it is skipped. I can't find the toggle to enable the warning again.
Personally Microsoft Edge sucks as bad or maybe even worse as IE, of course that's not Piriforms problem but hopefully engineers can figure a way to bring it to a halt when cleaning.
I'm not that impressed with W10. It's nothing but a data miner for Microsoft. No wonder they are giving it away for free!