From what I recall, iexplore.exe is actually only a small wrapper around mshtml.dll. A lot of software depend on mshtml.dll and related DLLs. So you might think you're not using IE, but other non-browser software you use might be using IE under the covers. If Microsoft doesn't install IE by default, these programs would not work correctly (which is why Wine also implements these DLLs).
Correct, iexplore.exe is itself a small wrapper. But that doesn't stop Microsoft from not shipping that small wrapper. Software that embeds mshtml.dll does not require the existence of the exe file.
(Or alternatively, Microsoft could put some hack into Windows so that attempts to run iexplore.exe are passed to Edge unless the administrator has twiddled with some arbitrary registry key or group policy.)
IE should just be a compatibility mode in edge so you only have one program and a button to say "this page is broken, load in legacy mode". That way everyone else in the world can stop being forced to support IE users.
We have multi-million dollar software that relies on IE to run -- that's why. What good is an OS that can't run our software?
Since Windows 10 we've setup an icon to just launch this application in IE and set the default browser for end-users to Chrome.
Eventually that software will be replaced and we can end our use of IE but today is not that day.