Does SEP scan msg file types when stored locally on PC?

Hello,

Does SEP scan .msg file types? The situation is the following. Microsoft Outlook Auto-Protect is not enabled in our SEPM, so the incoming Outlook mails will not be scanned which means if the user receives e-mail with virus attached SEP will not do anything.

However if the user save locally on the PC the e-mail with the infected attachment as .MSG type, will SEP scan it (note that in the File system Auto-Protect policy all file types are selected to be scanned)?

Thanks