Using New Outlook on Windows for personal email, calendar, and contact management
@Michael Rahill said
That it "currently" doesn't support [Rules for] third-party accounts in this way .. implies that it never has supported these third parties, and that it will, sometime in the future
New Outlook for Windows has never supported Rules for non-Microsoft hosted email accounts and probably never will. It is not on the Outlook Roadmap.
https://www.microsoft.com/en-us/microsoft-365/roadmap?filters=%5B%22Outlook%22%5D#Roadmap
why when designing new outlook was it set up to exclude features that were included in classic outlook
Because Classic Outlook is a full application program with local storage and the ability to execute Client Side Rules. New Outlook for Windows is a web-centric lightweight app with very limited local storage/processing and can only handle Server Side Rules. Which, obviously, don't apply to an email account that is not hosted on a Microsoft mail server.
See the section "The difference between server-side and client-side rules" in
https://support.microsoft.com/en-us/outlook/mail/edit-or-fix-a-broken-rule-in-outlook