Untick the For shopping-related messages, show a sender logo and relevant links in the message header checkbox. Press the Save button. First, open the Outlook.com website and sign into your account.

Looking at the first few header blocks on this message, we can see it was received by an on-premises Microsoft Exchange server run by the recipient's organization (ie, not on Office365 or Azure).

Once you set a flag, you should see the email change color and a red flag appear on the right side of the message header. Right-click an email and choose "Follow Up" to flag a message.