Thanks for testing.
But I still cannot get the pop up to show again even I have cleared all the browsing data. I am using iPhone XR, iOS16.6.1, edge 116.0.1938.79.
(I suppose that should not be related to the browsing data but the implementation of edge browser app itself. And clearing all the browser data not specific to a site is also a bit gone too far)
Anyway, if I reinstall edge again, the pop up will be shown again, but it still doesn’t show up anymore after I have answered it (Don’t allow/ OK), no matter I have cleared all the browsing data for many times.
So, you are saying that edge is not providing the per site permission settings, which safari has provided as below.

And the only way I can change my permission setting for a site is to reinstall edge (and at the same time lose all my browsing data stored locally).
It is really a disappointing answer to hear from you…
Anyway, thanks.