Office 365 e-mail content search and investigation not displaying as in on premise Exchange

I have carried out a content search for all emails containing a reference to a particular user in O365 => Security & Compliance => Search & Investigation. However, when I export and open the .pst, the e-mails are all sorted according to other users mailboxes rather than lumped all in a single inbox. This means I have to expand each individual users directory, then mail folder (e.g. Deleted items, Inbox or outbox,  to be able to see what the message is) In our previous on premise Exchange Server 2013, when I ran and exported the report teh .pst simply opened and all messages where in a single Inbox allowing me to preview them. Now I have to expand each individual tree on the left of Outlook to go in and see the e-mails. This is very labourious when you want to print the e-mails.  was wondering if there is a way to change this to behave like the on prem Server report.
Gospodin RasputinIT ManagerAsked:
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Vasil Michev (MVP)Commented:

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Gospodin RasputinIT  ManagerAuthor Commented:
Thanks Vasil. The information in the link  was spot on.
Gospodin Rasputin
Gospodin RasputinIT  ManagerAuthor Commented:
Thank you Vasil
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