Preview for word documents uses macros, but macros are dangerous. So users are animated to open an insecure document. This has to be inhibited or a warning message should appear. Attached is an example from a Spam message. 
Also - I find that if I select the Junk email folder in the tree, a spam email automatically gets selected/previewed in the main panel - thus alerting the spammer that the email has been viewed (and that therefore your email address is current/valid). Not good!!!
JDD, doc is not a default MS Word file extension, or at least it hasn’t been for about 15 years. It may not be an MS Word document. You best solution, if you don’t know the sender, is to not open or preview the attachment.
Adam, in the privacy settings (Menu > Tools > Settings > Mail > Privacy) you can specify to block content. That will block linked content of messages in any of your folders.
The big issue is that if you forward or reply to a message with blocked content, the blocked content will be downloaded in the compose window irrespective of the privacy settings you selected. I do have an open ticket with eM Client support for this.
Go on, make it the finest client in the world!
Gary - thanks for the privacy tip … I’ll give that a go! 