You must sign into a mailbox with Apple Mail to change the default Mac mail app

> You might be prompted to add an email account before you can change the setting in Mail. If you don't want to do that, check the preferences of the other email app. You might be able to set a default email app from there.

It says this, but Microsoft Outlook for Mac does not offer that setting. Apple Mail hides the 'Preferences' until you sign in to a mailbox, in which case it immediately downloads your email

I think example.com runs a generic mail server that will accept any login - at least when I was playing around with implementing something like that, my naive test account @example.com found settings and got added successfully to multiple mail clients. Obviously no mail will ever arrive there, but it might be a good workaround for this.