My guess is that you somehow set up the account under Outlook 2016 using POP3 protocol, not the default IMAP protocol (which supports synchronization between multiple devices/interfaces).
Look under your account settings and check that. If that's the case you can just ditch Outlook 2016 or, preferably, ditch the account as you currently have it set up and set it up again using IMAP. [I don't think Outlook.com uses Exchange, which is Microsoft specific, but it might. If it does then use Exchange, not IMAP. In any case, if you're using POP that will be a problem if you wish to maintain sync between multiple devices.]