Further search on web, I realize that this is a command issue. Today I found a simple solution to get the issue resolved. What I need is an app called TNEF's Enough. This is a free app and now available in App Store.
With this app, open the saved attachment file Winmail.dat. It will reveal the type of file hidden within the dat. Double click will prompt a Window to save the revealed file.
References
- OSXDaily blog: How to Open Winmail.dat Attachment Files on OS X
- App Store: TNEF's Enough app