Is it safe to convert MBOX emails to PDF?

You can use Acrobat’s Outlook extension to convert emails or complete mailboxes to PDF:

https://helpx.adobe.com/acrobat/web/use-acrobat-extensions/acrobat-for-microsoft-outlook/overview.html#:~:text=Adobe%20Acrobat%20for%20Microsoft%20Outlook%20is%20a,Web%20app%20*%20Classic%20Outlook%20on%20Windows
Unfortunately, Outlook does not support box files. The last time I did that, I set up an IMAP account and accessed that from Thunderbird and Outlook. I imported the box file in Thunderbird, and then used Outlook to convert to PDF.