Using New Outlook on Windows for professional communication and productivity
I've had several sessions with Microsoft's support agents now (the case was escalated to their level 2 engineers) and their conclusion is that the sender, in my case has a SCL value of 5. If anyone's got a spam rate with that number, their messages will be treated as junk as long as they don't improve their reputation... And what sucks is that personal whitelisting makes no effect if the SCL value is that high (or higher).
I don't think that this is a satisfying solution, but it is what it is and perhaps it might be an explanation to those who wonders...
*Hopefully Microsoft realises that this is not a user friendly approach if everyone with this problem sends them feedback (which is easily done under the Help menu at outlook.com).