Yes, it's that ridiculous, in Outlook.com beta, there seems to be no way of adding safe senders.
After spending a million hours on this, I thought I'd post this to save others the time.
Solution: If you are using the beta version of
outlook.con outlook.com, switch that off (the toggle button towards top right if you are in your inbox) and
then, the MS instructions
here (see Unblock Senders about half way down the page) will work.