Outlook to pdf batch conversion - Adobe guide wrong?

Hi. Adobe advice is "Alternatively, you can use the Create PDF tool to merge your original attachments into one PDF with your email. Simply launch Acrobat, start the Create PDF tool, and drag and drop your email and attachments into the PDF converter. You can organize and rearrange pages before finalizing the PDF."

However the Create PDF tool does not accept .msg files. Or am I missing something?

I need to batch convert sometimes hundreds of emails, often with attachments of various formats, into pdf, with attchments also converted to pdf and following their email. Either one pdf per email+attachments, or just one pdf with all emails, each followed by their converted attachments. Any advice appreciated. All the posts I have found suggest an add-in is needed to Outlook, but the Adobe advice is clear (Convert emails to PDF in Outlook (adobe.com)) Many thanks.