I checked on the internet and found many tools for safe migration of MSG files. You can also check from your side. But I would like to suggest you MSG to MBOX Converter that will simply help you in instant conversion of MSG files and their conversion to MBOX formats without any data loss and errors.
For more: https://www.downloadfreeware.org/msg-mbox-converter/
The MSG to MBOX conversion is one most important migration among the technical user and if you want to do in Mac system then you can make use of Mac MSG to MBOX Converter application which is the genuine option to use. This software supports all updated Mac versions. Visit:- https://www.toolscrunch.com/mac-msg-to-mbox-converter.html