As so many people have recommended above, there are so many MSG to PDF converters available, some online and some offline. And if you just do a Google search, you would have found plenty of them. But you are here for forums, so I would like to give you a genuine suggestion.
As an IT admin who has been dealing with email files, data privacy always comes foremost to me. I would never recommend going ahead on the internet and using any online MSG to PDF converter because there is always a risk of uploading your files to an external server.
Additionally, although it may be feasible for one or two files, you can even convert them using Outlook. For crucial data, I would always recommend going ahead with the manual native method instead of relying on online tools, especially when the files you are dealing with are really, really important.
However, if you have bulk files and want a better solution, a desktop-based MSG to PDF converter is always something I would recommend. One brand that I personally rely on is BitRecover because of their compliance. It is HIPAA, GDPR, and CAPA compliant, and also SOC 2 compliant.
I am very particular about my data, and it has never caused me any issues. I have tried uploading 2,500+ MSG files under nested folders, and it was able to convert them seamlessly. Additionally, I love their filter options, which help me manage my conversions way better. They also preserve the folder structure, which I don’t think the native method handles as conveniently.
And additionally, you do not need to have any technical knowledge. You can just load the files and get them converted in three simple steps.