Unfortunately this just seems to be how Outlook works. If you create an email message using the Send to > Mail Recipient menu shortcut while Outlook is closed, it will create the message and leave it in the Outbox. The message wont be sent until Outlook is opens and does a send/receive.

If you have Outlook open and minimized, and then use the Send To shortcut, the message will send immediately. That would be my recommendation.

-SW