Using classic Outlook for Windows in business environments
Ah, the New Outlook is a major downgrade and a pain, isn't it.
I had the same thing. My Calendar reminders were already turned on as well. However, if you expand it, I found that mine was set to "None". So I selected Reminder, circled in red on the attached picture and now they are popping up on my Desktop.
I know this is an old thread, but may help others looking. Also, this is in regard to Calendar notifications