Mailbox itself contains many file formats of various email client application like thunderbird, windows live messenger, mac etc. So if the user wants to view the mailbox files on Outlook then they can’t do so because of the different file format. The Mailbox files has to be converted.
The other problem with mailbox file is that due to presence of many files on the server there are some chances of corruption. If one file has got corrupted then it can damage the other files too. So it is better to keep all the file in one common file format.
I would suggest that you must go for PST file format as this file format is only used by MS Outlook. The PST file are safer than the mailbox files because they are less chances of corruption to them. So just convert MBOX file to PST as soon as possible.
It is not possible to change MBOX format to PST without using a third party tool. You must go for the best software to repair MBOX files and convert them to PST format. The genuine tool will convert all the file into PST format without causing any data loss.