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The context menu for emails etc. doesn`t have the option to open the selected item. You could open the item by pressing Enter or by a double click on the item; however, some prefer to click on a command button. You can customize the ribbon and add a button to call this macro.
'Set any threshold here. Should more items be selected, you'll get a prompt
'asking if you really want to open them all.
Private Const MaxItems As Long = 20
Public Sub OpenSelectedItems()
  Dim Sel As Outlook.Selection
  Dim obj As Object
  Dim i As Long
  
  Set Sel = Application.ActiveExplorer.Selection
  If Sel.Count > MaxItems Then
    If MsgBox("You have " & Sel.Count & _
      " items selected. Do you really want to open them all?", vbYesNoCancel) <> vbYes Then
      Exit Sub
    End If
  End If
  For i = 1 To Sel.Count
    Set obj = Sel(i)
    obj.Display
  Next
End Sub