We don't use an Exchange Server. Moreover, the email account in outlook is set up using the "remember password" option.
The thing is that both passwords (windows and email) are different, and outlook is well configured with the email password, but when the user changes the password in his windows account, outlook asks for the email password, and there shouldn't be any relation between them.

I wonder if Outlook does this like a protection, so if somebody knows your windows password and changes it, Outlook avoids that person from accessing your email without typing the email password. This is just a guess.

Thanks for replying.