An alternative way to convert EML files to MSG is using a tool like Outlook Freeware Convert EML to MSG. It's free (as in free beer):
https://www.outlookfreeware.com/en/products/all/OutlookConvertEML2MSG
There are other fee tools available in the site for converting, import and export.
These tools are free for personal use. In domain computers, paid version is required.
Disclaimer: I don't have any relation with the above site nor endorse it, just a regular user of these free tools.