DEVONthink Pro Office stores email messages in their original formats. If you want to keep your messages in an easier to handle file format one option is to ‘print’ them to PDF and keep the PDF instead. Converting hundreds or even thousands of messages manually is a painful process, however. But, as long as Apple hasn’t killed Mac automation, there’s a solution for this:
First enable the alternate email view (see Preferences > Email) or convert the messages to rich text. Afterwards use the “Convert documents to PDF” script (available via the Support Assistant) to print the (converted) email messages to PDF.