The other CRMs I've used (Avidian Prophet and BCM for Outlook) would allow me to attach an Outlook e-mail message to both a Contact and an Opportunity or to either one. I don't see that Act allows me to attach a message to an Opportunity.
I like having the option. It may make sense to attach some messages to a Contact, but most are related to a particular Opportunity. That's where I would prefer to see them.