Yes, I had the same doubt earlier because my EML files contained important emails, and I didn’t want to risk data loss. After trying a few manual ways and facing errors, I realized it’s better to use a trusted EML to MBOX converter instead of experimenting too much. Then I searched and tried some advanced tools and found a dedicated conversion tool, which is Toolsbaer EML to MBOX Converter.  This tool allowed me to add multiple EML files at once and convert them into a single MBOX file without changing the email content or attachments. It has a simple interface, so even technical and non-technical users can operate this tool.