I can get a message to open in a new window if I right-click it then choose open from the menu, but that’s too many steps. I might be missing something really obvious, so I appreciate hearing from you.
If you double-click the email, the email should open up in a new window. That is the method I usually use to have the email open in a new window which I have positioned on a secondary monitor.
After I sent this question I found that double-clicking does work sometimes, but not 100% of the time. I’m going to try a different mouse and see if that might help.