How can I create a Search Folder for emails without a category in New Outlook for Windows?

I’m using the New Outlook for Windows (the version preinstalled with Windows 11, not the classic Outlook desktop application). I can create Search Folders for emails with specific categories, unread emails, flagged emails, etc., but I can’t find an option to create a Search Folder that shows only emails with no category assigned.

Is there a way to create a Search Folder or saved search for uncategorized emails in New Outlook? If not, are there any workarounds to achieve the same result?

This was possible in the classic Outlook desktop application. One reason I’m considering moving to New Outlook is to take advantage of the Copilot features, but doing so would require me to change a mail-management workflow that I’ve been using effectively for years.

I understand that I could create a rule to automatically assign a category (for example, “Action Required”) to all emails delivered to the Inbox, create a Search Folder based on that category, and then remove the category once the action is completed. However, I’d prefer the opposite approach: keeping emails uncategorized by default and having a Search Folder that automatically lists only those emails that have not yet been assigned a category.

Has anyone found a way to implement this workflow in New Outlook?