I also have Outlook where all of the same email collects. I have multiple archives of old emails because even with improvements over the years, I can only keep about 18 months of emails in a single archive. Search is a pita and inaccurate. And Outlook crashes about once a month requiring an extensive rebuilding of its indexes that takes about half an hour.
But all of that has nothing to do with my original point. If you are using Outlook EXPRESS, you are using a product that Microsoft itself has abandoned. If you don't trust the "cloud," I suggest you find another pc client for your email. If Outlook serves your needs, go for it. Otherwise, you can move to an email client like Thunderbird (from the Mozilla folks) and at least you'll have an email client with a future.