Download and install Thunderbird from https://www.thunderbird.net.
When you first open it it will ask you if you want to set up an existing email account. Click Cancel, check the box next to "Use Thunderbird without an email account," and click Exit Setup.
If you're already a Thunderbird user, set up a separate profile for email dumps so that your research doesn't interfere with your email. Open Thunderbird's Profile Manager by clicking the menu icon in the top-right, and choosing Help > More Troubleshooting Information. Under "Application Basics,"" click the link to about:profiles. You should see your default profile, and from here you can create a new profile called something like "email dumps," and then switch into it.
Go to Add-ons and Themes and install ImportExportTools NG.
If you're using Windows or Linux, click the menu icon in the top-right corner and choose View > Toolbars > Menu Bar (macOS already shows the menu bar). You'll need to see the menu bar to use ImportExportTools NG.
Open Settings. Switch to the Privacy & Security tab, and make sure that "Allow remote content in messages" is unchecked.