When I receive email notifications from Zendesk, they are sometimes threaded by conversation in Outlook, and sometimes not. This started happening when I switched from Gmail, presumably because Gmail has a more sophisticated threading logic.
I looked into the source of these emails and found that some Zendesk notification messages include a References header, while others do not. The messages with this header are threaded properly in conversation view, so I assume this must be one of the ways Outlook tries to group messages into conversations.
My request to Zendesk: Can you please make sure all outgoing emails include the References header? I tried opening a support ticket but I was told "there is no noted or an on-going issues with outgoing emails".