Managing personal Outlook.com account settings, security, and privacy
There is a way to circumvent that problem. I haven't had a need to do so but you can create an alias and make that alias your new (primary) sign in. So if your current email address is current @ outlook . com, create a new alias my-new-name @ outlook.com
Then change your sign in preferences
Make the new alias your primary sign in. Leave the old address untouched so you can still receive emails sent to that address.