Configuring preferences and options in Outlook.com
Hi. I'm Brian and I will do my best to help you.
Unfortunately, that's not the way Outlook.com works. It notifies you only when a message is delivered to the Inbox and stays there. If you were using desktop Outlook to access the mailbox, you could add an action that would notify you at the time of the move, but web-based Outlook doesn't have that action available.