I abandoned the new Outlook preview in favor of my previous primary email app (eM Client). I could not find anything to help me resolve my issue, all help articles are for the "old" Outlook and thus useless. Maybe I'll try it again when this is out in stable release with proper support.
I uninstalled the Outlook PRE app until they fix this, if they ever do.
The current Mail app runs at boot, so I receive my email notifications as soon as they arrive. The Outlook PRE app has to be run manually and minimized for it to continue to send notifications, which is annoying.
Also, the current Mail app still runs in the background to give you notifications if you close the window, whereas the Outlook PRE app closes entirely if you close its window.
I've been notified by Microsoft support that because the Outlook app is still in beta, not all functions are available yet, but the fact that they are already asking you to replace your existing Mail app with this Outlook PRE app those autorun behaviours should already be implemented.
Following on from what Andre_Engelbrecht_85 said, it's a deal-breaker for me also.