This is precisely the case use for BUYING a converter instead of using a service. Check out what markzware has to offer. If there's a legitimate alternative to that, I haven't heard of it.
You have to remember that even the best conversion will only get you so far. There is no such thing as a 100% conversion. You will still need to massage the files to go forward in InDesign.
I can tell you from experience that any online service has a cost-per-file, so for 20,000 files, you will realize that approach is not feasible. I had one done once for a large project, and the $50 I spent saved me hours and hours of work, but I doubt you'd want to do that X 20,000.
As far as "need" to convert, as long as you have a computer that runs Publisher, you aren't prevented from using it just because it's retired, but if you want to future proof these files, make sure you at least have PDFs (press-res) of them before you do anything. These PDFs make invaluable reference when you have to massage the converted InDesign files, and as a PDF conversion tools get better, they could be used to reconstruct in InDesign as well.
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