You can easily convert MSG messages into PDF and extract attachments. You can use Aspose.Email for .NET to load your MSG files into memory. Using Aspose. Email you can then save the attachments individually in a directory or folder of your choice. You can then take the content of the MSG file and convert it into PDF using a library such as iTextSharp or Aspose.PDF. This allows you to ensure you include both the body of the email as well as the attachments in your newly created PDF file. If you don't want to write any code, you can use tools like Softaken MSG to PDF Converter to help you convert MSG files into PDF format and automatically extract the attachments. The MSG converter allows you to convert multiple MSG files to PDF simultaneously with an easy-to-use interface.

The biggest concern when converting MSG files to PST is keeping all attachments intact. While manually adding files to Outlook can be a viable process, it's time-consuming and doesn't guarantee proper attachment transfer.

That why I used a good tool Softaken MSG to PST Converter. It's a clean and straightforward tool that converts all MSG files to PST without the help of Outlook. Attachments remain intact, as they were in the original file. Furthermore all email data including sender, recipient, date and subject, is also intact. This tool works with all the latest versions of Windows, including Windows 11, 10, 8 and 7. It supports everything from older versions of Outlook to Office 365. You can download a free demo version before using it to understand the tool's functionality.