They don't track that. But they do check the URL against known malware sites. If it's on the list, you get a warning about it. I don't know if this is setup in IE or not, but Edge does it. However, I think you can opt-out.
>I use both Chrome and IE. So when I use IE, MS gets my information of how many times I connected to the online banking?
Craig Berntson
MCSD, Microsoft .Net MVP, Grape City Community Influencer