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In New Outlook, you don't support setting rules for 'emails I send'.
Thank you for your feedback, and in the meantime, I'll be sending this feedback on the dedicated official feedback portal. I will leave the link below so that you or others can also vote or comment there when they see this topic. If you have any suggestions or ideas, we recommend that you post them here. Hopefully, Microsoft will take notice of this in the future.
Feedback: https://feedbackportal.microsoft.com/feedback/idea/135d89d5-2913-ef11-989b-000d3a0dd73d.
Thank you for your understanding and support!
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