By default automatic forwarding and automatic replies of email messages is turned on in Exchange Online (Office 365). You can turn this of in the Exchange Admin Center of Exchange Online (https://outlook.office.com/ecp).
Logon using your tenant administrator, select mail flow in the navigation menu and select the remote domains tab.
Open the Default remote domain and deselect the Allow automatic replies and Allow automatic forwarding checkboxes under Automatic replies.
When you click Save automatic forwarding and automatic replies will be turned off in your Office 365 tenant. Please be aware that it can take some time before the settings becomes active (I think due to replication issue).