To exchange EML files to MSG format you need to convert them first because Outlook can't read them directly. You can drag EML files into Outlook but it is not always useful and can cause problems like formatting issues and missing attachments especially when you are converting more than one email. A better and safer way to do this is to use a tool like WholeClear EML to MSG Converter which easily converts single and multiple EML files into MSG format while keeping the original email structure and attachments. The software is simple to use and works with all versions of Outlook.
If you need to batch export EML to MBOX with attachments then I suggest that you try the WholeClear EML to MBOX Converter. This utility is easy to use and has advanced features that let both beginner and technical users to simply migrate their email data into MBOX format. It can export a large number of EML files into MBOX without losing any data. It also allows you to change EML-based email apps into MBOX-compatible email apps including Thunderbird, Eudora, Entourage and SeaMonkey. The tool is fully safe and preserves emails during the conversion. It also works with every version of the Windows operating system.