This has been working for years. In Outlook desktop or Outlook on the Web, the user will need to add the address to the FROM menu using the OTHER Email Address dialog the first time they send from it.
Microsoft recently added the ability for this to happen automatically, that's all. It's already released. Remember, the alias must be listed under the individual user. If not, Send As configuration will be required.
Read:
1. https://techcommunity.microsoft.com/t5/exchange-team-blog/sending-from-email-aliases-public-preview/bc-p/4183450/highlight/true#M39341
2. https://www.slipstick.com/outlook/office-365-exchange-send-proxy-addresses/
3. https://www.slipstick.com/office-365/send-messages-secondary-office-365-exchange-addresses/