A major complaint from people who configured Outlook.com accounts in Outlook is how the alias accounts are handled.
In Outlook.com, you can select one of the aliases as the "From" account, while in Outlook, all mail is sent from the default Outlook.com address.
It's not possible to send email using the Outlook.com account in Outlook and send it From one of the alias accounts. All email sent from Outlook will use the default Outlook.com address, which can be changed online.
Log into your Outlook.com email account and click the Gear icon on the right, then select More Mail Settings. Click Your Email Accounts to open the page where you manage your current aliases or create new aliases. The last option on the page is the default email address. This is the address Outlook uses when it sends email from your Outlook.com account.
Please note: the email addresses in the screenshots are used only for screenshots and testing.