The reason you may need to sign in to one Outlook and not the other is due to the different account types and licensing associated with each version of Outlook. For instance, the new Outlook for Windows may require a specific Microsoft 365 organizational email address with a qualifying license to access certain features, while the classic version might allow for different account types including personal accounts.
Additionally, if your organization has policies in place, such as requiring the primary account to match the Windows signed-in account, this could also affect which Outlook you can sign into without additional steps.
In summary, the need to sign in to one Outlook and not the other often relates to the specific account type, licensing, and organizational policies that govern access to the Outlook applications.