In Edge, right-click on a tab and choose "add all tabs to favorites" to bookmark them all to a folder. Then, when you import Edge's bookmarks into Opera, you can goto the URL opera://bookmarks, find that folder, right-click it and choose "open all in tabs" or "open all".

In Edge, you can goto the URL edge://favorites, click the 3 dots at the top right of the page and export your bookmarks to an HTML file. Then, in Opera, you can goto the URL opera://settings/importData, select "Bookmarks HTML File" in the drop-down and point it to the HTML file. Then, at the URL opera://bookmarks, you should find the imported bookmarks in an imported folder in the bookmarks bar folder.

You only have to import bookmarks that way if the "Microsoft Edge" importer at the URL opera://settings/importData doesn't bring in Edge's bookmarks. You should do the import while Edge is closed.