It's like that because mobile clients need cooperation from the server to have push notifications, and you can't have IMAP servers cooperate in that regard :-) so the outlook servers fetch the mail for you and then send you the notifications.
I wouldn't have microsoft read my email either, of course. Thankfully in windows you have dozens of clients to choose from.
I wouldn't have microsoft read my email either, of course. Thankfully in windows you have dozens of clients to choose from.