OK, It appears that this is new functionality rolled out in late June of 2018. It used to be that Microsoft Teams, by default, all appeared under the "Groups" heading in Outlook by default but there was a lot of noise from admins that they did not want all Teams to appear there for various and legitimate reasons. Based on this feedback, the functionality was changed on our around June 28th of 2018 to hide all Teams from Outlook clients by default.
In order for a Team to show up under "Groups" in the Outlook desktop client, you must connect to Exchange Online PowerShell (https://docs.microsoft.com/en-us/powershell/exchange/exchange-online/connect-to-exchange-online-powershell/connect-to-exchange-online-powershell?view=exchange-ps) and then run the following cmdlet:
Set-UnifiedGroup -Identity "<Group Name>" -HiddenFromExchangeClientsEnabled:$false
Note that .NET Framework 4.7.2 must be installed on the machine from where you are performing this command, as the -HiddenFromExchangeClientsEnabled and the -HiddenFromAddressListsEnabled (which may also be required for this to work? We did it before finding the switch relating to Clients) switches were added with the 4.7.2 Framework release. Find the standalone .NET 4.7.2 Framework installer here: https://www.microsoft.com/net/download/dotnet-framework-runtime