Win 10, Outlook 2010, latest iCloud for Windows:
No success either - the tasks are in a folder called "Aufgaben - iCloud", but only on my PC, not on iPhone/iPad, not in iCloud.com ... Aufgaben = Tasks.
(and really a lot of trouble BTW, tasks are twice and thrice, some missing; calender entries twice or missing, contacts duplicates, no one missing ... thanks to God, i had really good backups on my PC of Outlook. So my advice to everybody, who likes to try the solution: Backups, backups, backups ... and not only the usual "outlook.pst", but Tasks für themselves and Calender for itself. I backupped them via export to Excel.)