Running on Windows 8 with Windows Live Mail.  If you save an email to a file it is saved with an .eml file extension.  These files can then be saved anywhere (i.e. your desktop).

Then when double clicking the file the mail client (Windows Live Mail) would open with the email in the Inbox.  Old Outlook clients worked the same way.  I've had this working AOK with Windows 7 for some time.

With the same scenario under Windows 8 the Windows Live Mail client opens but the email is no where to be found.

The file association is AOK:  .eml = Windows Live Mail  (from File "Set Associations" screen).

Even just saving the email to a file from the client (Windows Live Mail) and then immediately trying to select it again does not work (after deleting the original email from the client).