Try this,
File>Options>Add-ins>Manage: COM Add-ins, Go
Uncheck icloud Outlook Add-ins and any or all other on the list that you don't want or need...
Hi Tim Micsak:
Thanks for the suggestion, but I went to File | Options | Add-in | Manage | COM Add-ins | Go ... and the iCloud Outlook Add-in is not installed. I assume that COM add-in is only required if you use an Apple iCloud email account that is described in the MS Office support article Add an iCloud Email Account to Outlook. Here's what I see in my Outlook 2019 settings:

I don't believe I have ever added a COM add-in to my Outlook 2019 so the above add-ins must be part of the default installation for my MS Office 2019 Home and Business C2R.
The issues being discussed in this thread started after users updated to Version 2306 / Build 16529.20154 (rel. 26-Jun-2023). I suspect I could stop my unwanted “Outlook closed while you had items open. Reopen those items from your last session?” prompts at Outlook startup by re-creating the ReopenWindowsOption registry value (value type = REG_DWORD, value = 1) at HKEY_CURRENT_USER\Software\Microsoft\Office\16.0\Outlook\Preferences. However, I don't want to do this because I will never be able to tell if a future bug fix released by Microsoft actually solves the problem on my system if I start trying to repair the damage done by Version 2306 by rolling back to Version 2305, editing my registry, or making any of the other tweaks suggested in this thread. As long as I can still send and receive emails in Outlook I'm not overly concerned about this annoying prompt as long as I know other MS Office 2016/2019/2021 C2R Version 2306 and higher users are seeing the same bug (and that Microsoft is aware of the problem).
Diane Poremsky [M365 MVP} posted <here> on 05-Jul-2023 on page 1 of this thread that "My contact in support just let me know that he repro'd it in both Outlook 2019 and 2021 and submitted a bug report on it" so I'm still hoping that Microsoft will eventually release a bug fix and restore the missing settings at File | Options | General | Start Up Options.
Dell Inspiron 5584 * 64-bit Win 10 Pro v22H2 build 19045.3208 * Firefox v115.0.3 * Microsoft Defender v4.18.23050.9-1.1.23060.1005 * Malwarebytes Premium v4.5.33.272-1.0.2069 * Macrium Reflect Free v8.0.7279 * Microsoft Office 2019 Home and Business 2019 Version 2307 / Build 16626.20132 C2R