Managing personal Outlook.com account settings, security, and privacy
Hello Jhonnatan Gil Chaves
Thank you for reaching out and informed us about this abnormal activity, since you already found the culprit that is a rule under your Outlook account, it is best that you remove it right away.
Before we proceed further, may I ask what is your account domain? was it @outlook.com, @live.com or any other domain? was this a personal or work/school account?
It is indeed a strange behavior, as of now, I'm not sure if your account is compromised or not but it is worth checking this article on Help protect your Outlook.com email account just in case.
Since this is a user-to-user forum and us Moderator do not have any tools or any authorization to provide further investigation, I would advise reaching out to Microsoft Support team so they can deep dive into this abnormal behavior on your account:
Open Outlook app > on the top ribbon click Help > Support > please describe the issue as detail as possible and the Outlook team will provide further help.
Thank you for your understanding.