Most likely its the direct connect feature in outlook which is assuming you have a mailbox in Exchange Online.
https://learn.microsoft.com/en-us/outlook/troubleshoot/profiles-and-accounts/unexpected-autodiscover-behavior
This article shows how to change that behavior:
Test it out and see with a few clients:
https://medium.com/jj365/outlook-issue-with-direct-connect-to-office365-352dd29de65