Well that's great. I think then there must be some of us that do not have all the files in our systems to accomplish the same. I used to be able to do it like you say on previous Windows OS and Macs of course but this Win 7 I have does not allow it hense
articles written on the topic of how to fix it.
If you can simply right click the file and rename then your system has some other files on it we are missing. But in any case what I posted pertains to those with the same problem my PC has with opening certain emails. Keep in mind most emails open up and
react correctly on my PC however when I drag & drop ones out on the desktop or drag into folders is when the problem shows up.
One other thing anyone can do is save as to the location you want to save it in and the file extension works fine that way too. I happen to like to drag emails where I want to save them in various related folders. Ok that's all I know on this.