Outlook mail notifications on WP

I am a bit confused. I have some filters set up on my hotmail/outlook mail (account, social, shop..). On my WP, and I believe on the W8 mail app also, I do not get notifications when an email arrives in these folders. On WP, I have to open the inbox, and tap "folders", and there the unread mail count is present.

Yet, the mail checker extension I have in my browser notifies me of those filtered emails.

WTF? Is it something microsoft is doing on purpose, or what?

BTW, that's bugging me ever since I bought my WP, but more and more so lately.