The reason is because the Minimal Download Strategy feature does not download all the necessary scripts to enable the "Connect to Outlook" feature.
What is Minimal Download Strategy ? It is a new feature in SharePoint 2013 that improves client rendering...
Here's a list of links related to optimizing SharePoint 2013 performance.
Optimize performance for SharePoint Server 2013 - BranchCache
Global architectures for SharePoint Server 2013