Microsoft urges Office 365 users and admins to not bypass the built-in Office 365 spam filters. Administrators and users should avoid enabling Allow or Block lists in the Spam Filter policies and skipping Transport Rules scanning. Toggling on Safe and Blocked senders is also not recommended for Outlook or Outlook on the Web users. Microsoft recommends Office 365 customers to report junk email messages for analysis with the help of the Microsoft Junk Email Reporting Add-in. The junk email report submissions will not affect the organization’s spam filters behavior.
Source: https://www.bleepingcomputer.com/news/microsoft/microsoft-warns-against-bypassing-office-365-spam-filters/