Using New Outlook on Windows for personal email, calendar, and contact management
I find this solution online and it worked for my M365 Outlook account. https://techcommunity.microsoft.com/t5/outlook/column-heading-row-missing-in-outlookk-2016-for-subfolders/m-p/126090
Finally found the solution. Under views we edited his view and unchecked "User compact layout in width smaller than 125 characters" and this put the header row back in. This was checked by default. I am not sure if this is something that has changed or just some oddity. (see print screen below) Regardless this allowed the header row to come back.
Hope it works for everyone else here.