It is a workaround in case a mail has to many/large attachments to show them in Outlook, to drag it into the filesystem. There it is stored as a .msg file.
If opened from there, all the attachments are shown but the signature of the mail is not displayed in the ribbon any more. It is shown in the header, where it displays the trust level.
Here a picture for a minimal testcase without attachments:
{F4984849}