Emails with large attachments are lost when moving to a folder

When I try to move emails in Apple Mail with attached images larger than approximately 25 MB from the Inbox to a folder, a warning popup window appears (see screenshot).

After clicking OK, the email message disappears from the Inbox and is not recoverable. If the email is too large to move, it should remain in the Inbox so attachments can be saved to a folder.

[Edited by Moderator]