To export Outlook MSG file to Outlook Express EML file, you need to go through some manual steps as shown in the following steps. Or if you've multiple Outlook messages then you can simply convert your Outlook PST to EML by going through some advanced tool.
To convert Outlook messages to EML using OE manually, follow these steps:
Open your Outlook Express >> click on File >> click on Import >> select Messages from the File menu.
Now select Microsoft Outlook >> click on Next.
Browse the file that you want to convert >> click on Next >> and again click on Next.
After messages are imported, select all >> and drag them to a folder. After doing this, all your MSG files will be saved as EML file.