Since this seems to be the most viewed thread for this issue, I will post the information contained in other posts
As some users have noted, his issue is related to .MSG files stored in the filesystem, as opposed to OST or PST containers.
You can filter out the msg files from the Emails search via the instructions provided by Jogy:
1. Right click the column headers, and select Choose Columns to open the dialog for selecting visible columns
2. Locate the "Item Store Name" column in the left list and move it to the right (Visible Columns)
3. Close the dialog with OK and in this column refine box type the search term '-MSG' (without the quotes)
This issue has been fixed by development, and will be available in the next minor release (Search 8.5.1).
I cannot attach a date to this release as of yet, but the wait will be vastly shorter than for Search 8.5.