Because, technically, opening those emails when they contain confidential information could be construed as a violation of the CFAA (itβs very broad).
Indeed it's probably broad enough that you could likely find an ambulance chaser who'd go after people who _send_ you those emails "in excess of their authorized access" to your mail server.
You could weaponise this the same way companies use defensive patents... "Sure, I opened one of your emails, but you've connected to my mail server without authorisation <checks logs> 27,943 time so far this month. Go on, lawyer up. Bring it on!"