Could you explain what you mean by “exported”? Are you referring to the Mailbox > Export Mailbox command in Mail? That method is not recommended, as it does not product correct mbox files. However, I would not expect it to produce the results that you are reporting here.
Were the messages originally received and downloaded by Apple Mail? Or did you first import them into Mail from another source?
Your initial screenshot shows a file that EagleFiler imported as a mailbox. You can see this because it appears in the source list at the left of the window. The file that you linked to above does not begin with the right characters that a mailbox is supposed to have, and so EagleFiler will import it as a generic file and only show it in the list at the right of the window.