What might be an interesting solution is to standardize an addition in the SMTP standard to require the ability to verify message ID's and also return some kind of Content Security Policy equivilent.
Every mail message gets assigned an ID. When you receive a message from support@paypal.com, it would be nice if your mail client could connect to paypal.com and ask if the message ID was legitimate and it would reply that it was, and that the only URL's whitelisted in the email would be example.com, anotherexample.com, etc.
Some downsides that would need to be addressed is that this would mean email clients would inadvertently expose their IP address to the sending server, and some thought would have to be used to prevent fraudulent emails from just replaying existing message ID's.
I just feel like there is a possible solution that the industry isn't seeing or implementing.