All of the rules for New Outlook are limited to what is available in the web client and only accounts it can be tied into.
I think rule support might come for all email providers in time. But you won’t have all of the rule complexity that you have with Outlook 365 desktop application because that is a client. It downloads the mail from the email server and then runs the rules through software on your machine. Anything changes are then synced back to the server afterward.
It kind of now requires Microsoft to download your email from your provide, check the rules you have setup and then scan your mail, apply the rules on their server, then serve it back to New Outlook and the email using Microsoft Sync Technology.
No work is really being done client side, except to download and parse the data for display.
Maybe in 18 months you’ll get rules in New Outlook.