Outlook 2016 - show sent messages in conversation list on the left
I have the same problem in Outlook 2011 for Mac; I think this configuration is not possible. 

As shown in the following links from the MS documentation, it looks like the option exists for the Windows version, but it is not available in the Mac OS X version. As you alluded to, (your own) sent messages appear in in "reading pane" but do not render in the message list.

One workaround is to automatically BCC yourself on everything. Enable this by Outlook menu -> Preferences... -> Email section -> Composing -> Format and account section -> enable "When sending messages, automatically BCC myself." This will have the effect of putting a copy of messages you send into your Inbox, so they will render in the conversation view/pane. I'm not sure if this will result in duplicate messages rendering in the "reading pane" for conversations. I'm personally not willing to do this, but it should/does work.

Until or unless...


I'm missing something, or 
I learn some fancy keyboard shortcut or other UI trick, or
Give up my convictions and BCC myself on everything (which does render properly),


this interface (and its inconsistency) is unusable. Back to Apple Mail for me.