Outlook – What causes Microsoft Outlook rule to be client-side only

I have created four different mail rules in Microsoft Outlook (offline version of Office 365). All four are very simple — "catch" e-mail address of some pattern and move it to specified folder.

When creating fifth rule, at the end of rule creation process I saw following message:

What parameter or condition in rule decides about this? The only difference between this, fifth rule and four created previously is that it also marks message as read prior to moving to other folder.

Could this be an issue?

This is quite very frustrating for me, because this rule is used to move hundred of e-mails per day (works actually each and every minutes), but for some reason it does this one-by-one. So, when I open up this local copy on Monday morning, I have it "blocked" for 15-20 minutes, when this rule is moving 1000+ e-mails to destination folder.

All other rules moves e-mails corresponding to them instantly. I don't actually see them in work — all e-mails just lands in destination folder. While fifth rule works 1-2 e-mails per second at most and I can clearly see e-mails landing in Inbox and then being moved from there to the destination… slowly.

EDIT: As stated above ("offline version of Office 365") I am using Exchange account (actually Office.com / Office 365 account). I am using only this single account so all five rules (four on-line and one client-side) are Exchange account's rules.

When I create that fifth rule in standalone Outlook client, I can see it in OWA with a remark that this is a client-side rule. But, I can still see it and edit it. When I create it in OWA then in Outlook standalone client I only see a remart that there is a number of additional rules that were created in newer version of Outlook or OWA and that cannot be edited through standalone Outlook.