I am currently using squirrelmail as webmail interface; What I like in it is that most of the settings are straight forward;
I have indeed recently noticed that the download link for email attachement would always download file in msg.
If you need to change it, edit the file download.php
/squirrelmail/src# vi download.php
then look for msg (for me this was line )
123 else if ($type1 == 'rfc822' && $type0 == 'message')
124 $suffix = 'eml';