You seem to have a misunderstanding of what the term "Read-only" means and what the Read-only file attribute does.
If you save the form as its source files, you can modify the manifest.xsf file to remove the Save as... option from the context menu:
<xsf:button action="xFileAttachment::saveAs" xmlToEdit="field1_1" caption="&Save As..." showIf="immediate"></xsf:button>
but I don't think that will stop anyone from opening the .msg file in Outlook and saving it from there.