@Tim-J
The critical question here is what and where is "it / something"?
One should NOT presume that Microsoft are right here and the rest of the world is wrong. Following extensive reading on email delivery issues to Microsoft email regimes (reports over several years) there is clear evidence that all is not right with their email platforms, if at the very least they do not apply consistent assessment standards / methods across their email services .... similar to how mail and Googlemail are quite different (and they are the same mailbox).
There are examples of the same email sent to @outlook and @live each being assessed with a different SCL metric: one ! (not spam) the other 6 ('definitely' spam).
I would thus conclude that if in the absence of other detail (such as a DNS timeout on a DKIM query) that the same email sent separately to the two addresses passes DKIM but when set as co-addressees fails DKIM then the issue must be with the receiving email services. The sending service in each scenario provides the same credentials, the only thing with could possibly be different is how the receiver is processing the DKIM alignment.
Try this resource - Learn and Test DMARC
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