I experienced the same issue provisioning a brand new out of the box HP laptop, I made the mistake connecting the users office 365 account to the outlook desktop App that came preinstalled with the PC It worked fine behaved as expected (creating local file Etc), until I tried to Connect PST file, (I was told I didn't have permissions?), and trying to Connect my on prem Dynamics 2016 outlook add-in; the installation told me that MS outlook was not installed??, err im using it?
and no Mail32 file
So I logged into users MS 365 account and downloaded re-ran the install for there, this overwrote the Preinstalled Office apps, and now I have a Mail 32 file and Outlook working correctly.