Recent migration from Lotus Notes to Outlook 365 - new email rules not working

Corporate-wide we have recently migrated from Lotus Notes to Outlook. 

When we try to create a rule for emails being sent to a specific recipient, we want the email to be sent to a specific folder after being sent. The rule only works when you select Run Now... we cannot get the rule to work automatically.

Am I missing a step somewhere telling Outlook to read the rule every time an email is sent?