This is going to be very difficult to answer without additional information.
It is not uncommon at all for e-mail clients to download nothing but the message header, but not the message content, until you try to open it. This saves bandwidth and lets you mark stuff as junk without ever having opened the message or downloaded the message content.
It's also not uncommon, if this is how you have Outlook configured, to get a message if the Outlook client is trying to retrieve the message body from the server and that is delayed for any reason.
If you still have the message and/or can do a screen capture (Alt+Prt Sc) of the message dialog and post it that would be helpful. I'm willing to bet that the message dialog would not appear again if the content was fetched the last time you touched the e-mail message under discussion.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1803, Build 17134
In a modern society where everyone thinks their opinion deserves to be heard nothing annoys me more than individuals who mistake their personal preferences for fact.
~ Commenter TheCruyffGurn on the The Guardian website, 8/13/2014