Outlook clients have an additional junk mail filter that can be used in addition to the central Exchange Online Protection service (EOP).
By default, the Junk Email Filter protection level on the Outlook client is set to No Automatic Filtering. However, you can make the filter more aggressive so that it catches more junk messages.
The higher you set the protection level, the greater the risk of some legitimate messages being identified as junk and moved to the Junk E-mail folder.