As you probably already have noticed, does Outlook prompt for credentials when configuring Outlook for use with a federated Office 365 account, regardless of whether you've set up your intranet zoning for your ADFS server in Internet Explorer options.

Apparently, this is unresolveable as Outlook (2013 and earlier) simply does not support SSO. It is currently unknown whether a subsequent version of Outlook will have this feature.

Source: https://support.microsoft.com/kb/2535227

Oddly enough, Lync does support SSO.