Hello peter4good,
Thank you for reaching out to Apple Support Communities, and we'll be happy to help in any way we can. We understand you have questions about exporting your Outlook Calendar to iCloud. While we have no instructions on how to do this from an iPhone, you can export the events from a Mac: Import or export calendars on Mac - Apple Support
"Export a calendar’s events
- In the Calendar app on your Mac, click the calendar’s name in the calendar list.
- If you don’t see the calendar list on the left, choose View > Show Calendar List.
- Choose File > Export > Export.
- Choose a location, then click Export.
- The events are exported to a calendar (.ics) file.
Export all calendars
- In the Calendar app on your Mac, choose File > Export > Calendar Archive.
- Choose a location, then click Save."
You can leave feedback for Apple about this feature here: Product Feedback - Apple
We hope this helps.
Cheers!