Coming from Safe-in-Cloud, the favicon option is the best. So I second this request. IIRC, if you don't want the favicon or if the site doesn't have one, you can just assign one of the built in icons from the app and it just overrides.
Seems like every time Edge starts it turns off all extensions with "Unknown source" which makes the whole thing a bit of a pain to use Any way to make it not do that?