Hello,
up to the current version, PDF24 converts .msg files by having them printed by the program that is registered in Windows for .msg files. If that no longer works, for example because classic Outlook is no longer registered for .msg files or only the new Outlook is installed, the conversion fails.
With the next version, PDF24 converts .msg files directly via classic Outlook into PDF, without printing. Classic Outlook must be installed for this, the new Outlook does not offer this option. If it does not work via Outlook, PDF24 tries to print the file as before.
Until then you can open the email in Outlook and print it on the PDF24 printer.