When Microsoft decided to not include a built-in ad blocker to Microsoft Edge

Neither Google nor Microsoft are stupid enough to shoot themselves in the foot by building in ad-blockers. Both have search engines which generate revenue through ads, and both could face legal troubles if at any point they implemented the kind of controlled ad-blocking which Adblock Plus implements, be it intentional or not.

The only ad blocker is Adblock Plus

No it isn't, the original AdBlock is available. It is run by a different company, that doesn't allow paid ads to get through. Adblock Plus became successful mostly because they "borrowed" the name of the original, while adding "Plus" on to make it seem like an upgrade. Once they had the users, they implemented their BS paid system. Unfortunately most people aren't aware of this deception.

my primary browser is Chrome

I use Chrome 95% of the time too, but that largely isn't even because their browser, but rather the extensions other people have built for it.

I don't know if Edge will ever have the feature set that Chrome does, but as more extensions are ported or have alternatives I'll use it more and more. It is actually my default browser so that any random links I click bring it up, but I still launch Chrome whenever I want to go into a normal browsing session.