UPDATE: This bug was fixed in AdBlock for Edge version 18.104.22.168, released September 2, 2016.
If you right-click a web page and select AdBlock > Block an ad on this page, the blocking wizard will behave as if you have already selected the ad you want to block. This is a bug in AdBlock for Edge.
Microsoft has asked extension developers not to change their extensions for the first 30 days of official Edge extension support. This issue will be fixed in one of the first releases we're allowed to make after that moratorium ends.
In the meantime, we have a workaround for you. Be sure to right-click an empty part of the web page. If you can't find an empty space to right-click, you can click the AdBlock button and select Block an ad on this page to bring up the blocking assistant.