Outlook Mail Notification in Safari Web Browser

Hello,

Just got a MacBook Pro 13 (macOS Catalina) and use Outlook Mail for work. I use Outlook in the Sarfari app, but I'm not getting notifications of new emails. In the Chrome browser, for example, it makes a sound and a little red dot appears in the tab (if I'm working in another tab).

Outlook's notification system isn't working in Safari for some reason. All settings in Outlook are correct for notifications, and I allowed notifications for Outlook when Safari asked (however, it doesn't list any websites under Safari > Preferences > Websites > Notifications).

Can anyone help with this? Thanks for your time.