I tried the old Microsoft Edge 44.18362.449.0 which was already installed on Windows 10. The new Microsoft Edge 81.0.416.53 here the HLS Video are playable.
I think it is the bug I reported here: https://github.com/Chocobozzz/PeerTube/issues/2586
It seems microsoft will take several month to migrate Edge. I think we should try to make peertube compatible with edge 40+.