Organizing and accessing contact information in Outlook.com
I have the exact same problem. Something in Rule execution has changed.
My Rule is suppose to apply to incoming messages - this is now failing (has been for a year at least). Apparently inbound mail determined as Junk mail bypasses any rule and is deposited in the Junk Folder. I can go to Junk folder, manually run the Rule to move or delete and the Rule works. The rub here is that the Rule used to work automatically.
I've complained to MS about this and had a support case opened. MS said they would get back to me. That was a year ago. MS never has. Pinged them on it and no response.
Perhaps if there are more complaints about Rules not working - maybe MS will actually fix Rules to the way they used to work.