Sometimes, it happens in my Outlook 2019 (connected to on-premise Exchange 2019), that I get an Office 365 Login prompt (although I do not have an Office 365 Account).
This might happen if the on-premise Exchange server is not reachable or too slow to respond.
To prevent this from happening, you can disable the Office 365 autodiscover via Registry. Just add the following key to the Windows Registry of the PC with the Outlook client:
HKEY_CURRENT_USER\Software\Microsoft\Office\16.0\Outlook\AutoDiscover
ExcludeExplicitO365Endpoint = 1 [DWORD (32-Bit)]
The same also works for Outlook 2016.