Issues opening emails saved

We've recently transitioned to SharePoint and one of the major teething issues is, and this is happening with one specific user, that once they have copied any attachments from an email they have uploaded, sometimes they will be unable to open this email afterwards. The below error is the message that comes up.

There's definitely not a permissions issue so I'm a bit stumped on why this is happening, especially as it doesn't seem to happen to me. 

Is there a reason for this and how do I fix it or get around it?