Outlook rules don't run automatically

I have a set of "rules" implemented on Outlook Desktop.

But each time I receive a message that matches one of them, it does nothing.

I have to run the rules manually to make them work.

What setting should I search and activate to let them run automatically?

And just to defuse some remarks, I did check "Turn on this rule" and uncheck "Do not execute other rules".As described here Microsoft help on this subject.