From some discussion outside of the forum, we worked out that the .MSG viewer was also slow within Windows Explorer, meaning the problem is in the viewer or something it talks to or interacts with and not Opus.
While it's not an Opus-specific issue, if anyone has any ideas on what might help, please post them here for veryolijo and anyone else who runs into the same problem.
Something that might work is using an alternative viewer. QuickView Plus says it supports .MSG files so it might be worth a try. (We have a forum thread on using QVP with Opus.) But there may also be compatibility reasons that mean you'd rather use the official Microsoft viewer, or the same problem may affect both viewers, depending on what's causing the delay. (e.g. It might be a server-side issue.) QVP is not free either, of course.