Cannot enable junk mail filtering when working online (non cached mode)

I'm in an RDS environment. Exchange 2010. Outlook 2013. In my outlook, the junk mail filtering is working. But on some new users we just added, when I click to set up junk mail, I get a message that junk mail filtering is not available since they are using online access. yet I also use online access (no caching), so I'm confused what might be different. How do I turn on the ability to junk filter mail for my new users? Thanks for your help.