A new option has been deployed on the Security and Compliance portal for quarantined emails.
You can now download a quarantined email to help you analyze it.
As the email has been put in quarantine it is important to download it on a secure client (aka with an up to date antivirus protection and potential additional security configuration) to avoid spreading bad stuff within your network.
This option may be helpful when the quarantined email has attachment (which then may have fired the protection).
To use this functionality, connect to your Security & Compliance portal (https://protection.office.com) and go to Threat Management\Review
Then open the Quarantine option
Select one quarantined email and click on Download to get the email in EML format
You will get a notification to remind you this may be unsecured