Opening a .msg file type automatically saves it to my inbox.

This issue occurs when you try to open a .msg file which is not in your Outlook inbox and stored in an external area i.e. SharePoint or your computer. This issue is a bug in Outlook and it is not a result of using MacroView DMF. At this stage there is no documented solution available.

Please refer to the link below from the Microsoft community where this issue was discussed.
Opening .msg file from computer automatically saves into Outlook inbox - Microsoft Community

Alternatively, you can contact Microsoft Support on the link below for further assistance.

https://support.microsoft.com/home/contact

Opening a .eml file type automatically saves it to my inbox.

This issue occurs when you try to open a .eml file which is not in your Outlook inbox and stored in an external area i.e. SharePoint or your computer. We have concluded that the following add-ins may cause this issue, please first check and disable them if they are enabled in your Outlook:

• Acrobat PDFMaker Office COM Addin
• Adobe Send & Track for Microsoft Office – Acrobat

There have been reports of the issue being linked to other add-ins so please consider disabling the others you have installed during your troubleshooting.

Please refer to the link below from the Microsoft community where this issue was discussed.

Outlook adds opened .eml files / attachment to Inbox - Microsoft Q&A