Google AI seems to confirm that the trick you were using doesn't work any more. But the details are a bit fuzzy and might be wonky.
Quote:
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In classic Outlook for desktop, the "unsent message confirmation" that appeared on exit was a byproduct of the "delay delivery" feature, not a setting for Undo Send. Recent updates have changed this behavior, so the confirmation may no longer appear even if you have delayed messages.
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I assume you were using one of these techniques?
Unsent method
How to Stop Accidentally Closing Outlook | Slipstick Systems
Variation on the Unsent method where you send the email to yourself instead of moving it from Drafts to the Outbox.
How can I avoid accidentally closing Outlook 365? - Microsoft Q&A
The only other option I can find is an Add -In.
OLKeeper Add In
Prompt before closing Outlook or minimize instead - Robert 365