Unfortunately Office 365 does not support email sub-addressing so Gitlab's new issue via email won't work.
See https://gitlab.com/gitlab-org/gitlab-ee/blob/v11.8.0-ee/doc/administration/incoming_email.md
This project can be compiled into an Outlook 2013/2016 Add-In and when enabled adds a context menu item for emails to create an issue via the Gitlab API.