Without asking, Edge appears on the desktop with a box at the bottom asking me to update it.
Microsoft Edge was released on June 4th 2020 to Windows 10 version 1803 and newer. The update is a phased rolled out. If Microsoft Edge was installed manually then KB4559309 will not be installed.
However, Microsoft Edge, does not actually come preinstalled on Windows 10 version 2004.
Why are Microsoft Edge updates not distributed through Windows Update?
This is because Microsoft Edge based on Chromium is updated using nearly an identical mechanism as that of Chromium. Microsoft specifically choose Chromium to separate the development cycle of Edge and that of Windows.
Only the initial installation of Microsoft Edge on Windows 10 1803+ will be done through Windows Update. It appears KB4559309 deployment is a phased rollout. If installed through the appropriate update it cannot be uninstalled.
In future, will Edge updates have to be done separately?
Microsoft Edge updates absolutely will not be deployed through through the Windows Update mechanic. Microsoft Edge updates will be deployed using a similar mechanism as Google Chrome.