Yes, the edge finishing is where many commercially made belts "save" on the cost. Have a look at most that you can buy and you will see that the edges are only dyed black and some are not even dyed. It's just a raw edge.

to finish the edge you may or may not need to bevel the corners on the front and back of each side. This gives a rounded edge that's more gentle to the touch and on the kilt.

If you need to dye the edges black, brown or whatever color, do it now.

Then take a damp cloth with warm water and wet the edge. Don't soak it but get it surface damp.

With a smooth object that will form to the edge, rub the leather in one direction. This is smoothing down all the fibers. It also provides a bit of "density" to the edge to protect against gouging or nick's.

Once the leather has dried, use Edge-Kote to seal the edge of the leather. When that's dried you can use a face cloth to burnish the edges to achieve various appearances in gloss.

The attention to detail on the edge finish is a huge part of a good looking belt.