Not sure if this is what you want as a final doc but this just worked for me.
Open email you wanted to save as PDF.
When the print window opens look to the bottom left and select PDF.
From the PDF drop down select save as PDF.
Then select where you want to save it to.
(I just saved a 9 page email from different people on the same email header)
Save as... command will save a group of seleceted mails to rtf format which is v good since I can edit it. And then save as pdf
Thus, the rtf format is actually better than pdf.
Therefore. the most appealing solution to this question is Save as... suggested by Arc676 although I do not understand what Arc means by "sidebar viewer"; I selected dthe mails in Classic view in the panel for mails.