Hi, Yes I think it possible in Apple mail and you can use rebuilding method to fix your error of No valid Mbox file found in MAC
Try this method, Hope this will work for you, just follow this steps discussed to find the solution of your problem.
First Close Mac Mail, then Go to Folder >> ~Library/Mail/Mailboxes.
Create a new MBOX (xx.mbox) Folder.
Also, create another folder inside named Messages within MBOX(xx.mbox) Folder.
Now export all .emlx file into “Messages” folder.
Now Open Apple Mail and Find the Mailbox with the name you assigned for the mailbox.
The Follow the Configured Mailbox and Click Rebuild.
After completion of rebuilding process, you can view your all Emails of Mailbox