We're also interested in this feature, it's default for OneDrive and SharePoint.
View.msg files in Workspace 365 Documents
If you try to open a .msg file from the Workspace 365 portal the .msg file is downloaded from the portal. If you open the file from OneDrive it automatically displays the email message. Users with a F1 license can't open the .msg files.
Possibility to open the .msg directly from Workspace 365 portal
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