The sogo logs includes this:
[SOGoDAVAuthenticator]> tried unknown authentication method: Bearer (B)
mail.host.com "OPTIONS /SOGo/Microsoft-Server-ActiveSync HTTP/1.0" 401 33/0 0.002 - - 36K - 12

Thanks. I spoke too soon. I am using Outlook 2016 on Mac. After I try to add a new Mail a/c, in which it asks for only an e-mail address such as jon.doe@example.com, it shows that error. Then, it prompts for password and username (w/domain or email). When I enter those, it shows another prompt saying - Outlook was redirected to the server host.example.com to get new settings for your account jon.doe@example.com. Do you want to allow this server to configure your settings? The URL it shows below the above message is : https://mail.example.com/autodiscover/autodiscover.xml. Below the URL, it shows a text that reads - "Click Allow only if you fully trust the source or if your Exchange administrator instructs you to.". When I hit "Allow", it says - "Unable to add account. Please check your credentials and try again."

I checked the credentials. They are correct. Any idea if this is at all related to iRedMail/SoGo and if you would have any clue. I also want to thank you for writing such a wonderful software and more importantly making it FREE. In future, we would certainly consider moving to the paid version.

Got it, thanks! Does this mean even Free/Busy lookups are not supported on Mac? Or both Mac and Windows?