You have to setup forwarding for ULCN mail (called UMail) yourself. A ISSC helpdesk information page is available in the ISSC helpdesk. But we have made available these instruction directly in this PDF.
It is extremely important that you do not skip the 'Adding the forward address to your contacts' because your institute email address is considered by Exchange as an 'outside' address and for that reason you need to create a contact which points to you at your institute mail address. For those who 'cannot find' the 'waffel'-menu. It is the little 3×3 matrix of squares in the top left of the panel: Further details on how to create the contact are in this PDF. In the redirect rule you choose this, just created, contact as the address to redirect to.
If you find the order of the rules confusing: first the delete rule, then the redirect rule, you must accept that it does work as expected: first do the redirect, then the delete. It is just one of those MS interface features…
One more note: If you are testing the forward, please do not mail from the email address to where the uMail forwarding points. It is an Exchange feature to not forward back to the same address, as this might create an infinite loop. Test the forwarding from another email address.