Hi,
As far as I know, the tasks of icloud are saved in a special file type .aplzod which cannot be indexed. That could be a reason why these tasks cannot show in To-Do list.
The option Display reminders and tasks from this folder in the To-Do Bar is for PST files. You might run Outlook in online mode or set the .pst as delivering location so you havent seen the option on any of your files.
I would suggest you check if the tasks of icloud can be copied into your Task folder in Outlook. If so, it seems to be a workaround.
Sincerely
Rex Zhang
I am having this same issue. This issue started when I upgraded to Windows 10. It does not look like I have a .pst Outlook file anymore. Although I have many email accounts attached to Outlook, even my two Outlook accounts do not show the option to display reminders and tasks.
How can this be resolved?