Getting embedded messages from an Outlook MSG imported with CreateItemFromTemplate

Question

I'm attempting to get all attachments, including both embedded messages and attached regular files, to MSG files. I can create a MailItem from a file by calling CreateItemFromTemplate, but what I've seen is that the resulting MailItem's Attachments property appears to only contain attachments that are not embedded messages -- if I open the MSG (by double-clicking etc.), there are attached messages shown that aren't in the Attachments collection. Is this a limitation of CreateItemFromTemplate? I've read that it doesn't preserve sender and recipient information, so perhaps it doesn't preserve embedded messages either? If so, is there a way to get at the embedded messages without using EMAPI or Redemption?