Update April 24, 2019:
Now that Microsoft has moved its Edge browser to the Chromium platform, this issue will probably not be fixed. The new Edge is in preview release as of this writing. Until it's available to the general public, please continue to use the workaround below.
We have had reports that our blacklist and whitelist wizards don't work in Microsoft Edge. These are the features that run when you select "Block an ad on this page" (the blacklist wizard) or "Don't run on pages on this domain" (the whitelist wizard) on the AdBlock menu.
We have confirmed that the issue exists in Microsoft Edge version 18. The wizards work fine in version 17. We are trying to confirm with Microsoft what changed in the version 18 release. We'll update this article as we learn more.
In the meantime, the workaround is to add a blacklist or whitelist custom filter manually. The easiest way to do that is to use the blacklist and whitelist wizards in Chrome or Firefox to block the ad or whitelist the site, then copy the custom filter to AdBlock in Microsoft Edge.