That document link is talking about Salesforce for Outlook which is different than Lightning for Outlook.
Recurring event syncing was released in Spring 19 as noted in the release notes:
https://releasenotes.docs.salesforce.com/en-us/spring19/release-notes/rn_sales_lightning_sync_series_ga.htm

First, I would look at your sync settings in Salesforce to make sure you're syncing from Outlook to Salesforce (Setup --> Outlook Configurations --> Click on your configuration for your profile (users' profile or users themselves need to be explicitly added under a configuration).


Second, I would check that you've enabled recurring tasks in Lightning Experience. Setup --> Activity Settings --> "Enable Creation of Recurring Tasks".
https://help.salesforce.com/articleView?id=tasks_enable_recurring_tasks_lex.htm&type=5

There's also a separate way to sync events through Microsoft Exchange. Setup --> Outlook Integration and Sync. This has separate limitations and is probably why your users are able to sync events without being in a outlook configuration. The reason they can't do recurring events is because that's a limitation of using "Lightning Sync" (Exchange to Salesforce) as noted in the documentation
https://help.salesforce.com/articleView?id=productivity_sync_exchange_admin_overview.htm&type=5

To summarize:
Lightning for outlook has two different setups for syncing events.
typical Outlook --> Salesforce using "Outlook Configurations". Users or their profile have to be assigned to a configuration. This can do recurring events and is what's mentioned when describing LFO and event syncing.
Using "Lightning Sync" which lets users sync events between Microsoft Exchange and Salesforce. This can not do recurring events.