An email in pega is not an attachment, but an instance of Data-Corr-Email. This is just a pega object which contains the message and some other parameters to send the email. An email is not an attachment, so it's ignored by pega to store in CMIS.
I don't think there is OOTB functionality to translate the send email to an .eml file and upload it to CMIS. The JavaMail api is able to generate .eml files (the email listener does the same thing), but it's all manual coding.
If you don't need .eml files, you can use the HTMLtoPDF OOTB functionality to generate a pdf and attach that to your case. That attachment is automatically stored in CMIS.