From the Outlook for Mac forum on Microsoft Answers:
How do I switch identities in Outlook 2011 for Mac?
Is there a way I can get the old configuration back of just automatically having the option to choose which identity I want to use when I click on Outlook? The identity box that comes up does not have the option to always make it appear, so I am unsure what is wrong here. Any help?
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Continue Reading: Enable Outlook’s ‘Select an identity’ option at launch