Exchange can be overly-enthusiastic when marking mail as junk. You can train it to stop doing this:
- Log into webmail: https://outlook.office.com
- Select the email which has been marked as junk (it'll be in the junk email folder)
- At the top you'll see "This message was identified as junk. We'll delete it after 30 days."
- Click on "It's not junk"
This should have the effect of whitelisting the sender, so future emails shouldn't go to junk.