How do I give focus to the correct window when closing another application's window?
This has been the behaviour in OS X's window system since at least the original OS X (10.0), and probably is consistent back to Classic Mac OS (if that's the case, it likely dates back to System 7 or System 6 with MultiFinder).

In any case, this is how it is: to my knowledge, there's no way to change it.

The best you can do is to not leave Outlook's window open all the time. The app won't quit when you close the main window like it does on Windows.