What makes you think an email that purports to come from
email@engage.windows.com actually originates with Microsoft?
The windows.com domain is commonly spoofed by phishers and the like, and emails purportedly sent by
email@engage.windows.com typically originates with scammers of one kind or another.
You should check the message header, which you can do by opening the message then choosing the down arrow in the Tags panel on the Ribbon. If you post the message header into the
Message Header Analyzer tool (
Message Header Analyzer) you can check whether the email was sent from a real Microsoft mail server.