Mail can't find emails in my "On My Mac".

Hi,

I just manually transferred my emails from my iMac to my new MBP, and on my MBP, Mail can't find emails in my "On My Mac".

The search:

As you can see, Mail can't find emails from "Céline Bélanger".

However, it is there!

Why is that? Is there a way to fix this?

Thanks!