[Edited]
Messages are attached in different ways to those two .msg files.
When you use drag & drop message, it is attached as a Storage (ATTACH_EMBEDDED_MSG),
when 'Attach File' button is used, it is attached a Stream (ATTACH_BY_VALUE).
In the first case there is no actual bytes of the attached message, but rather but rather many email properties (like from, to, subject, rtf data), , that allow to re-create the msg message you attached.
Mail.dll rather processes those properties and creates MIME version of the message instead of creating a .msg file.
[Previous answer]
Please examine the raw eml data you parse with Mail.dll.
You can save it to file after downloading from IMAP server:
byte[] eml = imap.GetMessageByUID(uid);
string fileName = string.Format(@"c:\email_{0}.eml", uid);
File.WriteAllBytes(fileName, eml);
I assume one of the msg files is converted by SMTP or IMAP server itself.