At some point I think he must have been human, and became the Outsider by merging with The Void somehow.

Our planet and humanity is a very insignificant and tiny part of the universe (I'm assuming this is true in the world Dishonored as well since there are stars). I can't think of a reason why the stuff we do on our tiny planet would have interest to a god more than some galaxies colliding, quasars, black holes orbiting each other, or any other cool space stuff. Sure we have an unusual level of intellect compared to other animals, and we build things, etc. but there are many animals and organisms in general that do cool interesting things that no other can do, so why would our special abilities be particularly interesting? Perhaps the things like our intelligence and other "special" traits would only appear interesting to ourselves, and to an omniscient super intelligent god the difference between our intellect and that of some other animals would be so tiny that we wouldn't even matter enough to make us special.

Considering all this, the outsider who is basically a god, why would he be so interested in human traits and human behavior? I think he must have been human at some point to have such interest in humanity. Perhaps the form that he takes was what he looked like when he was a mere ignorant mortal. Because of the timeless nature of The Void (The Heart said it was timeless), merging with The Void could make one immortal, and gain knowledge of the past and future (which The Outsider possesses).