As mentioned by many, the option to add a shared inbox to the favourites is missing.
I rolled-back to the old version because of this, indeed it is a dealbreaker for the new Outlook.
Not only for myself, but also for many of my customers (I work as a consultant and program manager to support organizations in the implementation of M365 or other Move2 Cloud projects). Most organizations have a lot of shared mailboxes and they are critical for the execution of their business processes too. This wil be a deal-breaker for many organizations and for now I will advise them not to move to the new Outlook yet.
K.R. Jacob
Outlook: Add Shared Folders to Favorites in the new Outlook for Windows and web
,Customers will have the ability to add shared folders to their favorites. This enhancement offers users increased flexibility and convenience, allowing easy and quick access to important shared content directly from their Favorites list. #newoutlookforwindows
GA date: May CY2024