How can a Mac user mark an outgoing email as 'private'?

As a Mac user, I've never been able to mark an outgoing email as 'private'. I was hoping that 'New Outlook' would resolve this, but unless I'm missing something, it's still not available. I can't even find a way of doing it in OWA. Can anybody advise, please? (Sensitivity labels aren't an option, as we haven't configured them in our tenant.)