Please correct me if I'm wrong, but as I understand, Mailman attaches posts in a MIME Digest mail intead of inline in the digest mail itself, like Plain Text Digests does. Some mail readers like Gmail eventually displays attachments inline anyway, but readers like Outlook do not. Also the digest index seems to be posted as an attachment in MIME Digests.
Would it be possible for Mailman to send both posts and index inline in the MIME digest? I am pretty sure it's not a feature yet, but if Mailman would be able to, I will submit an issue in core (I presume).