The following are just my opinions. I may be wrong.
You don't need to associate every single item associated with a project to that project in some way. As long as you can get to it easily, you're fine.
Then refer to that email later. You don't need to manually file the email or associate it.2. I reply to someone's request. I may need to refer to this email later. Again, it looks like I must manually file this email somewhere or associate it with a project.