The useful starting point
An attachment saved alone can lose the explanation of who sent it, when and for what purpose. A message record can preserve that context, depending on the format and export method. Do not assume that a folder of downloaded files is a complete correspondence archive.
A small step to try
Keep a stable link between the message record and its attachments, and document the export process. Verify a small sample by opening both the message and associated files. Retain access controls appropriate to the information. The EML format resource is a technical reference; the actual completeness of your archive still depends on the exported data and tools you use.