@Henry08 You're right. I had multiple languages in my languages list, and moving Norwegian to the top was not sufficient. But when choosing "Display Microsoft Edge in this language" it works.

Edge UI Language

I was afraid that in order to get the "regionalized" feed to work I would have to change the languages list and thereby all "Accept-Language" request headers sent from Edge. If the feed region/language will not have a setting of its own, I prefer that feed follows the browser "UI Language" setting instead like it does now.I have a feeling that users will demand separate and more visible/available setting for the news feed language though.