Edge Animate doesn't create a real "native" file, which holds all the necessary stuff inside of it. In fact, it already exports all necessary elements for the project to work as a complete html construction ! Just open the filename.html file and you'll see how it's already working in a browser. The filename.an file is actually just an auxiliary file, which is being used to store some preferences and open the project from within Animate, loading in all these associated files and subfolders again.
To prevent clutter, the newer version of Animate prompts to freshly save all these separate stuff nicely in a folder.
If you Publish your project as a Web export, you can easily see almost exactly the same files in that folder...