The way I got it to work is to open a new email, and drag the email in question from the side bar to the email, which makes it an attachment in .eml format, then right clicking on the attachment and selecting "Save As". As suggested here: https://www.codetwo.com/kb/export-email-to-file/#outlook-on-the-web
Here is a link to a page with several suggestions which are not this one. Interestingly this page hints that an email can be directly dragged from the webmail, presumably the sidebar, to the deskstop: https://www.freeviewer.org/blog/save-email-from-office-365-webmail/
