Microsoft Defender AV must be configured to turn on e-mail scanning.
This policy setting allows the configuration of e-mail scanning. When e-mail scanning is enabled, the engine will parse the mailbox and mail files according to their specific format in order to analyze the mail bodies and attachments. Several e-mail formats are currently supported, for example: pst (Outlook), dbx mbx mime (Outlook Express), binhex (Mac). If this setting is enabled, e-mail scanning will be enabled. If this setting is disabled or not configured, e-mail scanning will be disabled.
How this relates to the STIG checklist: STIG vs SCAP benchmark.