Configuring preferences and options in Outlook.com
Hi Will,
Unfortunately that alert cannot be disabled permanently.
When hackers gain access to an account, they often set up forwarding - Microsoft added this alert as a warning to users. If it could be disabled, the hackers would disable it.
You have two options:
If the account you are forwarding to can pull from outlook.com, use that instead of forwarding.
Or create a rule that forwards based on conditions - that shouldn't trigger the warning (it doesn't here).