It is not possible to achieve this with a RemoteApp.
There is however a workaround available.
On the Microsoft Windows Server where Microsoft Outlook is installed, create a .bat file.
Paste the following script and change the "path\outlook.exe" so it points to the actual location of Microsoft Outlook on the server.
if ""%1""=="""" (
start "" "C:\path\to\outlook.exe"
) else (
start "" "C:\path\to\outlook.exe" /f %1
In System Settings, Go to Manage > Applications > RDP application .
Click [Add] to create a new one containing the following command (change the path of the .bat file, so it points to the location where the file above was saved)
C:\Windows\System32\cmd.exe /c C:\outlook.bat
Add the msg file type to this RDP app.
When you open a .msg file, it should open the above RDP app. It will launch Microsoft Outlook and show the e-mail.