Explorer permission to download an email

Global Admin is allegedly not sufficient access to download an email. So I have a user asking for a copy of her emaill, and I'm telling her 'sorry, I don't have that permission', I'm only global admin' 

What? 

The documentation basically forces you to use the new terrible 'role group' system. I see various 'roles' that you need to add to a 'role group' in order to do this.. Some mention Preview, some mention Security Administrator, some mention Security Operator. I've asked copilot 100 different times, and he keeps giving me made up roles. But then linking to the made up role. 

How is such a basic functionality broken? It makes 0 sense. I don't want to submit this email - it's not malware or anything. I just want to download the **bleep** thing, and I don't want to have to go through the whole poorview process. This is really basic stuff. I can do this on about 10% of my GA accounts. There's no difference in the permissions - it just seems inconsistent.