I have to keep one email address separate for organisational reasons and need to move the message content accumulated in eM to an instance of MS Outlook [not outlook.com!]. Savings each message as an individual file is not workable.
You can simply save/export the messages to .eml and then copy (drag and drop) them to Outlook. It should work without any problems.
Edit: You can also use a third party app for importing the eml files to Outlook.