welcome to Edge! Or GRPS, etc... Edge is a lot like dial-up. The blue E means is available to use, but not on. Now when you decide to do something, it connects - like dial-up. For example, wait a whie and check mail. It takes a while to connect, then says checking mail. Now play in Safari and go check mail, it does so almost instantly. So, like dial-up, it has to connect first. It also has an idle time out where it disconnects. Maybe a minute or so. So sometimes pages load quickly, sometimes it needs to connect first.
Also like dial-up, it uses the line so calls do not come through.
Hoevere, it is not like dial-up in one way. When no data is being transmited it can disconnect promptly and a call can come through. If the line is busy with data traffic, no call. Once the call is over, the Edge will reconnect if needed.
This is just how it is. Its NOT a bug!