Microsoft does this with Skype too. They say it's for detecting malicious links.
And all email into Office 365. Gets pulled into a sandboxed environment where items such as pdfs, in fact all attachments, are ‘exploded’ and all the links investigated ie executed and checked for malicious end points or payloads. I was in a meeting recently with someone from Microsoft where they explained this (I might be misrepresenting what she said, she was an expert in this field, and I’m definitely not). I was shocked though at the capability of the system to examine content so such an extent.