Best way to document important Emails (including attachments) in SharePoint?

Alexander Auras 
First of all, uploading emails to SharePoint is best done using Chrome or Edge because they allow drag and drop directly from Outlook to SharePoint. 
Viewing the emails in msg format
OOTB this is indeed not possible. There are 3rd party apps that allow previewing of msg files in the browser (e.g. https://www.slimapplications.com/wp-content/uploads/2020/05/ExplorerEmailPreview.png) and allow opening of the attachments.
The apps may also provide additional functionality, e.g.
- extract the email metadata and then capture the values into SharePoint columns. This allows for sorting, building views and searching effectively.
- upload emails with a unique name
- select a document in Sharepoint and directly attach it to a new email
- set custom metadata
See https://directory.collab365.community/office365-sharepoint/sharepoint-email-management-software/ for a list with vendors active in this space.
Paul