Using Classic Outlook on Windows for personal email, calendar, and contact management
This is embarrassing. After spending several hours with the very thorough help from Francisco Montilla (Thank you!), considerable research in Bing, and asking CoPilot for help, the fix was very simple and quite obvious. Of course, most fixes are obvious once you see them.
I simply went to File > Options > General > Privacy Settings... > All connected experiences and checked the Turn on all connected experiences box. I had previously unchecked the box to increase the privacy level of my Classical Outlook. Any fool (mea culpa) would understand that Outlook needs permission to be able to analyze the content in order to decide whether a message should be in the Focused or Other category. Oh well, I learned a lot about the tools available for troubleshooting. Sigh.