The status bar was not implemented in earlier versions of Edge (such as version Microsoft Edge 44.18362.449.0): https://answers.microsoft.com/en-us/windows/forum/windows_10-other_settings-winpc/where-is-the-status-bar-in-microsoft-edge/64726829-2308-41cb-91ab-204dfa8cfe2b. You will want to upgrade your Edge to version 90 or above. Once the browser is updated, the status bar will be restored and work as expected.
Please work with your IT Team to see if you are able to upgrade to Edge 90+. Some agencies will have browser version specific applications that will prevent and an upgrade to the Edge browser. If this is a case, please utilize Firefox.