@Konstantinos Koutroumpouchos Thanks for posting in our Q&A.
If you want corporate links must be opened from Managed Edge, an app protection policy is enough, and we don't need to create a conditional access policy. It is suggested to add Edge, SharePoint and Excel as managed apps in this app protection policy and set "Restrict web content transfer with other apps" to "Microsoft Edge".
However, based on my understanding, for non-corporate links, they will be opened from the default browser in the device. This action is not controlled by intune.
Thanks for your understanding.
If the answer is the right solution, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.