The primary store changes when you add an Exchange account to an e-mail profile with a Hotmail or an MSN account as the primary store

If you create a new Microsoft Exchange account in an e-mail profile that has a Hotmail or an MSN, The Microsoft Network, account as the primary store, the new Exchange account becomes the primary store when you start Microsoft Outlook.

In an MSN and a Hotmail account, the first account that is created is the primary store. However, if you add an Exchange account to this account, it becomes the primary store.

This problem is by design in Microsoft Office Outlook Connector for MSN.