Cannot manually run rules in Outlook for mac to existing mails

After years of using Lotus Notes at work, I am back to Outlook. This time Outlook for Mac with Office 365 Exchange server. I cannot apply rules to already existing emails on my inbox. For a while I thought I had the rules wrong or just don’t know how to use Outlook. If found the reason today:

Manually applying rules works only for On My Computer rules. You cannot use Outlook for Mac to manually apply server-based rules

My rules are server based. Therefore, I cannot apply them manually.