Outlook 2019 does not natively import MBOX files. To access MBOX emails in Outlook 2019, you can first convert the MBOX file to PST and then open or import the resulting PST file in Outlook 2019.
Steps to move MBOX file to Outlook PST
Step 1: Convert MBOX to PST using professional tool like MailsDaddy MBOX to PST Converter
Step 2: Open Outlook 2019.
Step 3: Go to File → Open & Export → Open Outlook Data File.
Step 4: Select the converted PST file.
Step 5: Access the imported mailbox data in Outlook.
Read all steps: import MBOX to Outlook 2019