Probably an Outlook thing. Which may or may not come to Windows 10 for Phones.
As a comment on the function, if you're interested (and even if you're not, Imma type it anyway), please don't use them. They're annoying for the recipient as before they even read the message it diminishes trust with a dialog box that may as well state "So-and-so thinks you're a numpty and wants to cover their own bottom so has requested a Read Receipt. Do you want to send one and play their petty power game?".
If you're not sure you're communicating clearly, or don't trust the recipient to read the message, then email may not be the best communication medium. Just my tuppence.