Dear DavidDerks,
Thank you for posting in the Microsoft community.
I understand your need to copy contacts to iCloud.
I've noticed that the product you've selected is New Outlook. As far as I know, in New Outlook, users can only choose to export contacts as a CSV - formatted file.
Export contacts from Outlook.com or Outlook on the web - Microsoft Support
If you want to import it into iCloud, I suggest you contact Apple support staff to inquire about how to import a CSV - formatted file into iCloud.
Feel free to post back if you need further assistance. Wish you have a good day!
Best Regards,
Ulrica.W - MSFT | Microsoft Community Support Specialist