Your DBX files won't work with Outlook as Outlook doesn't support this file type. DBX is used by Outlook Express, whereas Outlook only uses PST files. That's why the problem often occurs.
Sometimes the problem also arises when your DBX files are old, big, or slightly corrupted. In such a situation, the Outlook email client will never be able to recognize them, regardless of whatever effort you put into that.
The simplest way out would be
converting your DBX files into PST files and accessing them through Outlook. This solves the problem and makes your emails available again.
For this kind of work, I use
Softaken DBX to PST Converter to convert files easily when manual import does not work. Just keep a backup of your DBX files before starting, so your original emails stay safe if you need them later.