Ah yes, I wondered this too, and also assumed to be a browser only thing.
Sure enough!
It's the ie_to_edge_bho (Browser Helper Object) DLL file found in the Edge Program files.
I was curious enough to Hex edit the DLL file and found the URL in which it pulls these approved sites from... almost like a master/default list.
Yes, it's built into the BHO, no it's not stored locally from what I can tell.
(Screenshot of Hex editor)
Here is the link: https://go.microsoft.com/fwlink/?linkid=2133855
Which forwards to https://edge.microsoft.com/neededge/v1
I have no idea how you get your own site on this list, but I figured I would add this information. :)
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