Edge cannot be used as the Primary Wearable Device, since it is not an activity tracker. Only watches with HRM, and all the associated health and fitness features (HR, HRV, steps, Body Battery, Intensity Minutes, stress, sleep, ...) can be used as the Primary Wearable Device. If you only use Edge, or have only a single device, there is no need setting it up as the primary device.
The Primary Wearable and Primary Training Device are new features of the Unified Training Status, and they are being deployed just since a few days ago, so not all devices support them yet. Check out the firmware changelogs of your Edge to see whether it already supports it.
Some info about the new features is available here:
Hi how can you have the 1030 set as training device? Since I've added a Fenix 6 to connect the app has set it as primary training device and it's messing up all the data...I want to go back and have the 1030 as training device and leave the fenix as primary wearable