I have been having this happen, too, and it's been driving me nuts. Given this clue, I looked at the HTML in emails that I've recently received (open the email, choose View/Message/Raw Source from the menu bar). Sure enough, I eventually found this:
<grammarly-desktop-integration data-grammarly-shadow-root=3D"true" style=3D=
"text-size-adjust: none !important; -webkit-text-size-adjust: 100%; -ms-tex=
t-size-adjust: 100%;"></grammarly-desktop-integration><iframe id=3D"Fg9LJVx=
i" frameborder=3D"0" src=3D"chrome-extension://ekhagklcjbdpajgpjgmbionohlpd=
bjgc/translateSandbox/translateSandbox.html" style=3D"width: 0px; height: 0=
px; display: none; text-size-adjust: none !important; -webkit-text-size-adj=
ust: 100%; -ms-text-size-adjust: 100%;"></iframe><iframe id=3D"XSaHw3G6" fr=
ameborder=3D"0" src=3D"chrome-extension://ekhagklcjbdpajgpjgmbionohlpdbjgc/=
translateSandbox/translateSandbox.html" style=3D"width: 0px; height: 0px; d=
isplay: none; text-size-adjust: none !important; -webkit-text-size-adjust: =
100%; -ms-text-size-adjust: 100%;"></iframe><iframe id=3D"kkH9LYZC" framebo=
rder=3D"0" src=3D"chrome-extension://ekhagklcjbdpajgpjgmbionohlpdbjgc/trans=
lateSandbox/translateSandbox.html" style=3D"width: 0px; height: 0px; displa=
y: none; text-size-adjust: none !important; -webkit-text-size-adjust: 100%;=
-ms-text-size-adjust: 100%;"></iframe></body></html>
It looks like this email includes some HTML tags that on a web page would enable grammarly integration with the Zotero translation chrome plugin, but in Mail cause the "no application found" dialog box to pop up.