We recently made changes to our on-prem Exchange org. Not long after we realized that any email flowing through Exchange Online to on-prem was not getting processed by our journaling configuration (per-database journaling). After digging and opening a case with Microsoft we found that Exchange Online was injecting this header:

X-MS-Exchange-Organization-Processed-By-Journaling: Journal Agent

This header tells Exchange that journaling was already processed. On-prem Exchange will then not process any journaling for that message. O365 apparently started injecting this header in the summer of 2018. The reason we did not run into the issue earlier is because until we were in hybrid mode (and ran the hybrid wizard) the Exchange header firewall was stripping this header as it arrived on-prem. They did release an article on this exact issue back in July 2016, but we didn’t come across it until Microsoft found the issue. The current fix is to duplicate all journal rules/settings in Exchange Online. According to Microsoft they are planning to add a warning in the hybrid wizard for this condition.