If you want a quick way to export MSG messages to Thunderbird, the easiest method is to first convert your MSG files into MBOX format, since Thunderbird supports MBOX natively. For this, the
WholeClear MSG to MBOX Converter is a great tool to use. It allows fast and accurate conversion of multiple MSG files at once, keeping attachments, formatting and metadata intact. The interface is simple, so even non-technical users can handle it easily. After conversion, you can import the MBOX file into Thunderbird using the ImportExportTools NG add-on. A free trial is also available to test how well it works.