You can use third party application like KDETools Zimbra to Exchange Server Converter tool.
Several features are:
This application also import Zimbra files to Exchange Server and additional file formats such as PST, MBOX, MSG, EML, EMLX, PDF, HTML, etc.
It extracts all the necessary mail data like To, Bcc, Cc, Sent, From, Received, Attachments, etc.
This application easily import Zimbra file to Exchange Server without losing data.
Read More: https://www.kdetools.com/zimbra/exchange/