In my experience, the safest way to convert EML files to MSG is to avoid free tools especially if you have important email data. I tried a couple of options earlier but I didn’t get the exact results and some of the attachments were also missing. Then I used the WholeClear EML to MSG Converter. It runs on all Windows systems and ensure that email data stays protected. It helps to move EML emails and attachments into MSG format without any data loss. It is also compatible with every version of Outlook and works independently without any additional tools. Also this tool is secure compared to manual methods.
Visit here: https://www.wholeclear.com/eml/msg/