It sounds like you've switch on Okta to perform the SSO to Office 365. I've also seen you're earlier questions about some users who are not in AD and that are O365 Cloud based users. If you have configured you're office 365 tenant to federate to Okta then all users with the email@example.com suffix will get redirected to login to Okta.
Those users who are not in AD should be created in the Okta tenant as "Okta mastered users" ie have a similar named user in Okta with a password in Okta that they authenticate with to Okta, that then provides them with SSO via federation to the Office 365 tenant.
So far as the other users who are using the rich clients they too are now trying to authenticate to Office 365 via the Okta federation by the sounds of things.
I suggest you contact support to help assist with the requirements.
I added the non-AD user in Okta, but when I try to launch via a chiclet I get a message stating: Your account has not been configured for this application. Please contact your Okta administrator and ask them to import your account from Active Directory.
the issue is: I don't need them Active directory. I imported the office 365 account into universal directory but the error still persist.