Yes, I do a similar thing.
If I forward the important mail from my actual yahoo website email account to the same email address (sending it to myself in effect) it then appears correctly on my Windows mail laptop!
The glitch therefore is related to the original email sender(s).
To re-cap, some emails are fine but others appear as HTML code in the Windows Mail app.
However, if I forward them to myself from the yahoo website or from anywhere where they appear normal such as from my android phone they then appear as normal on my Windows Mail app.