This is a security feature from Microsoft 365 where it will block emails from being forwarded outside the tenant. If you get such a message, this means that the recipient has forwarding set outside its tenant. To allow this feature, follow the below guide.
Open the Office 365 Admin Center and click on Security.
Under Email & Collaboration, click on Policies & Rules.
Click on Threat Policies.
Click on Anti-Spam under Policies.
Click on Anti-spam outbound policy (Default).
Scroll down and click on Edit protection settings.
Under Forwarding Rules, change the Automatic forwarding rules from Automatic – System-controlled to On – Forwarding is enabled.
Click on Save.