New Outlook not playing new email sound or sending notifications.

I'm using the New Outlook and it's not playing the new email sound and not displaying notifications for new emails. If I switch to the Classic Outlook it plays the sound and sends a notification. I have checked all the sound and notification settings, all updates are installed and I'm running the latest version. How do I fix the issue of the New Outlook not playing the new email sound and not displaying a notification?