Please allow BigBusiness 15 permission in macOS Sequoia to control your Mail app. BigBusiness lets you drag a selected email to the Docs folder on a transaction to save.
This only works if you click to highlight a message, first. Then, drag it to BigBusiness. In turn, BigBusiness asks Mail to export the selected message so it can be attached.
In addition to the pictured dialog, you can go to System Settings, Privacy & Security, Automation, and for BigBusiness 15 Client allow it to control Mail.