If you are required to Import EML to MSG, then I recommend you to use the best eSoftTools EML TO MSG Converter tool that exports eml to msg and also in multiple file formats like- emlx, msg, mbox, office365, Html, mhtml, etc. It can export bulk eml files without any size limitation. The tool can work with all windows and outlook editions. If you need to know how it performs then try its free demo in which you can export the first 25 items from each eml folder to other file formats like- emlx, msg, mbox, office365, Html, mhtml, etc.
Read more:- Import EML to MSG