Further update:
It definitely has to do with the de-allocation/allocation of office365 licences. It does not appear that the level of licence makes a difference.
I just removed the business essentials licence of another user in our organisation that had the same issue and re-allocated it immediately again.
After that, he was able to go to https://outlook.office365.com/calendar/view/workweek without being redirected to the owa version.
If you are having the same issue, go to your admin portal and remove the office365 licence from a user account and then re-assign it. Should be at this link:
https://admin.microsoft.com/Adminportal/Home?source=applauncher#/licenses (You will need to be an admin)
Hope this helps someone.