I actually ran into this same issue while moving some old emails from an old backup drive. I had a bunch of DBX files, but Outlook Express was already gone from my system, so I couldn’t use any normal import method. I first tried searching for some manual tricks and even tried opening the files in Outlook, but nothing worked. Most of it just showed errors or didn’t open at all.
After wasting quite some time on that, I went looking for something a bit simpler and found myself using Softaken DBX to PST Converter. I just loaded my DBX files, picked PST as an output format, then hit Run. It picked up the emails along with folders and attachments so I could finally open everything in Outlook without struggling.
One thing I’d say is always keep a copy of the original DBX files before starting anything, just in case something goes wrong during conversion.