Emmanuel,

I imagine this is a limitation with the way Outlook rules are configured. I'm currently working on a temporary laptop as my work laptop is being repaired, I expect to have it back in a few days at which point I will attempt to replicate this issue from my side using all the same conditions which you have stated.

Hopefully someone comes in the meantime and has all the answers! If you have any other questions feel free to ask.

Best Wishes.