Announced in December, you can now attach emails to other emails in Gmail without downloading them first. This can be useful in situations in which it makes more sense to attach multiple emails vs. forwarding multiple messages regarding the same topic.
This can be easily done by dragging and dropping messages in your inbox into the draft window, or by selecting the emails from your inbox and then from the overflow (3 dot) menu selecting “Forward as attachment”.
See this link for the original announcement and more detailed instructions from the G Suite Updates Blog.