I have been having a LOT of problems getting birthdays to work in outlook.com.  Most of the problems went away when I deleted a calendar that I had created from an ICS file that I had exported from Outlook 2010.  The one persistent problem is that when I add a birthday on the Calendar, it creates a duplicate contact in People instead of just adding the birthday in the existing contact, as it should do, according to your help information.  I can live with this, and only add birthdays by editing the contact, but it would be more convenient to do it via the Calendar, if possible.