For some reason, Microsoft decided by default not to include the Local Settings folder for users roaming profiles, I think because of speed. By default the Local Settings folder and everything inside of it stays on the local computer. Outlook’s default location for PST files is under the Local Settings folder. This means that if a user sets up a PST file in Outlook and accepts the default location, when this user logs onto another computer they will be missing their PST file and all their email.

In this location, HKEY_CURRENT_USER\Software\Microsoft\Windows NT\CurrentVersion\Winlogon\ExcludeProfileDirs, remove any reference to Local Settings.