Microsoft Edge blocked cross-domain requests sent to IPs in same private network CIDR
From Understanding Enhanced Protected Mode
Private Network resources
Because EPM does not declare the privateNetworkClientServer capability, your Intranet resources are protected from many types of cross-zone attacks (usually called “Cross-Site-Request-Forgery (CSRF)” and “Intranet Port Scanning.”) Internet pages are not able to frame Intranet pages, load images or resources from them, send them CORS XHR requests, etc.
All of the above seems to apply to MS Edge. The only thing Edge is lacking (at least at this point, v20.10240) is the security zone settings.
My issue wasn't with the XMLHttpRequest but rather with trying to load an intranet page in an iframe inside the internet page. The workaround involved chanding my network setup - see https://stackoverflow.com/a/32828629