I will suggest you go with a solution that provides batch conversion of EML files to PST instead of manual conversion with Outlook. Manual solutions involve many files and attachments and are slow and complicated. Although they are good for a small number of emails.
When I transfer my old email data to Outlook, I have the same problem and find DataVare EML to PST Converter quite useful. It was able to process multiple EML files together and the resulting PST file opened normally in Outlook. The conversion also kept the attachments and the folder structure.
I will suggest you go with a solution that provides batch conversion of EML files to PST instead of manual conversion with Outlook. Manual solutions involve many files and attachments and are slow and complicated. Although they are good for a small number of emails.
When I transfer my old email data to Outlook, I have the same problem and find DataVare EML to PST Converter quite useful. It was able to process multiple EML files together and the resulting PST file opened normally in Outlook. The conversion also kept the attachments and the folder structure.