Scheduling and managing events using Outlook.com calendar
Are you in an IT Managed environment? If so, there is a Group Policy Object that can be set by your IT that disables the "Show week numbers ..." option. (I have no idea why anyone would do this).
The Outlook user setting is in the Registry (DWORD 1 = Enabled.) But if there is a policy, it over-rides your user settings.
HKEY_CURRENT_USER\Software\Microsoft\Office\16.0\Outlook\Options\Calendar\WeekNum
You could also try disabling Roaming Options if you have it enabled. Just to be sure Outlook is using your local settings.