There are only a few good MSG Converter for Mac as MSG is not a file format most commonly associated to Mac Devices – It cannot be directly imported into Outlook for Mac neither can it be exported from Outlook new or legacy from Mac.
Which makes conversion need more real to integrate them.
You can use BitRecover MSG Converter – It does give you multiple saving option in cluing OLM, EMLX, and even MBOX so as you can import & access in Apple Mail or you can directly move to Thunderbird. You can convert MSG files to PDF, DOC etc for easier access.
It can handle bulk MSG file and even MSG folder for conversion simultaneously – making the process easier and and less effort consuming without making you worry about data breach as the tool is offline.