What you are seeing is by design when messages are sent from an authenticated user.
The only reason Outlook appears not to work this way is because you are using the Offline Address Book in cached mode.
If you were to set Outlook in online mode or set the following registry key:
https://support.microsoft.com/en-us/help/831124/how-to-force-outlook-2010-outlook-2007-or-outlook-2003-to-resolve-prox
it would work the same way as the other clients and resolve the proxy / alias to the primary SMTP address.
Anonymous messages sent from outside of Exchange do not resolve the sender address as you have seen as well.