I don't know what the legitimate email address is from Microsoft for these notifications. I can say that my father-in-law has been experiencing the same issue with a lot of these mails and they are going into his Junk folder. He has been checking for actual unusual activity as well and finding none. (Yay.) The most recent of these suspicious emails have no sender or reply address (which suggests it could be from the mail system) rather than some address that looks phishy. However, the big clue that remains is the URL of the "Report The User" button. In at least one of the emails the URL mailto address was "googlemail.com", which is obvious attempt to be close to "gmail.com".
It doesn't hurt to check accounts for suspicious activity during these times, but the mails with a questionable URL are phishing.
Good luck everyone!