Moving Mail out of Outlook

Hi there, I switched to Windows a few months ago from the Mac / Apple ecosystem. I signed in to Outlook (desktop) on Windows and signed into my old iCloud email address. It downloaded all of my mail and attachments as expected. I then dragged all of this over to my Outlook email inbox. All worked well, after quite the wait (thousands of emails). 

I now moved back and did the reverse. However, when I move a message from Outlook (from my Outlook address inbox signed in to the Outlook desktop app) it appears on Mac Mail as a blank email with an attachment called 'winmail.dat'. 

I'd like to move my email out of Outlook back into whatever format it was originally so that the emails can be viewed on other Mail apps / software without appearing like HTML outlines with 'winmail.dat'. I did a lot of searching online to no success. 

Can you suggest anything to get the desired outcome?