It is actually safe to ignore them. It means either someone has an email address similar to yours, or a bot of some sort has you email address and only your email address.
Essentially, someone or something goes to the login screen, enters your login, and says “I don’t have the password, let me in!”.
Sending a code to your email like this is the first step in letting someone in without the password, or more specifically to having them reset it.
Since the email is to check “did you ask for this?”, doing nothing tells them that you did not.
If you want some extra peace of mind: account.live.com/Activity should show you any recent login activity which you can use to confirm that no one has gotten in.
Also, use two factor, a password manager, and keep your recovery codes somewhere safe. The usual security person mantra. :)