Oh please, do we really have to go this way?
Since I started using Outlook.com (in the summer of 2015), I could find the sent messages of my connected accounts in my sent items box,
inside Outlook.com. No problems there. But since Microsoft changed Outlook.com into Outlook Mail (a few months ago), this feature was
removed. These are facts.
So 'connected accounts' is not a 'new' feature (as you stated). Unless you consider something that was already there for more than a year ago, is still a 'new' feature.
And of course it makes no sense using Outlook Mail for connected accounts, when you need to open (and log in to) another mailbox every time you want to see your sent items. It's not logical, it's not handy. At least not for the end user.
And of course that's what counts. Not your technological approach of this issue, about what a tech person would expect.
So, Microsoft ruined a good service with the update from Outlook.com to Outlook Mail, and the Microsoft people in here (like you), who are supposed to help customers, are attacking them instead. Or at least being sarcastic, without the intention to help.
I'm very confused about this and I don't like it. At all.