To convert multiple EML files into a single PST, the easiest approach is to add the EML files or their containing folder to an EML-to-PST converter and export them together as one Outlook PST file.
I had to do this when I had a large collection of EML emails that needed to be opened together in Outlook. Importing or dragging the messages individually was taking too much time, so I used WholeClear EML to PST Converter instead. I could add the EML folder in bulk, preview the emails, and export them into PST while keeping the email details, attachments, and folder structure.
This also makes more sense when there are hundreds or thousands of EML files. After conversion, I’d open the single PST in Outlook and check a few folders, messages, and attachments before removing the original EML files.
The tool also works without requiring Outlook or another EML application to be installed, according to its current product documentation.