Everything you did is correct. Only thing which i am seeing is that you may have binded the collection to the page, after creating the Edit form, so it does not bind the field values.
So to show the form data prefilled, there are 2 options:
#1. Delete/Remove the edit collection form and drag-and-drop it again on the same page, then it will show the values as prefilled.
#2. Go to the settings of each form field in the form and select option to show the values pre-filled by choosing the data of the collection files which are binded to the page, as given below in 3 screenshots
a.) Go to the settings of the collection form field.