Email messages sent through Outlook have a padlock icon next to the message but message was not sent encrypted.

Sometimes you choose to send a message through outlook with a digital signature but without enryption. 

If you check your sent messages there is a padlock icon next to each message but you've sent the message without encryption : 

This is happening because the following option is not checked : 

To resolve the issue navigate to : 

Outlook

File - Options - Trust center - Trust Center Settings - Email Security and activate 

Send clear text signed message when sending signed messages.