Not so much on 'first use' but more on stability and low HW resource overhead usage. Anyways, if it is working, it is fine ;-)

There is an implementation of the drag&drop feature in TreeProjects here https://personaldatabase.org/  .It is using eml-format. From a workflow perspective I quite like it.

Hi Alex, Linux in a VM on Win...hmmh, that it is kind of funny. The other way around (Win in a VM on Linux) would come to my mind as the more obvious choice as long as you don't have to operate a document scanner.

I see the convenience of the request but would not use it myself.

Such feature may cause negative side effects. 

Depending on the version of MS Outlook, there is little security check of attachments build into Outlook. If used stand-alone (without prior security check on an exchange server), the Operating System's built-in security check during the saving of the attachment may be the only security scan of the attachment. By drag&drop into CN and then opening the attachment, it might circumnavigate such security scan. That could result in a security risk when opening a malware attachment.

Regarding drag&drop of a complete email into file-type msg:

From a workflow point-of-view I would discourage this, because my experience with opening storeg .msg-files has been bad. For me, there are just some messages as .msg I have stored from MS Outlook in the last 15 years and I cannot open any longer. And if the email-conversation was encrypted, then it becomes even more unlikely that opening will be possible. For the sake of reliability, for a drag&drop copy of a full email I would only use 'text' as target format.