There might be many situations in which you are in need of importing your old mailboxes into Apple Mail. Sometimes you can easily import the mailboxes into MAC Mail. In addition to that, you can get into a notification "No Valid MBOX Found" while choosing the mailboxes to be imported.
-- So, the problem is that you are not able to find the MBOX files for importation.
One of the reasons for this kind of hindrance is as follows:
As the notification suggests that there are no valid MAC Mail supporting mails to be imported. So, you have to select the folder that have the mails for importation, not the .mbox folder. To avoid this issue you can follow the given below steps:
You can also avoid this issue by selecting "Apple Mail" instead of "Files in mbox format" while importing the mailboxes.