pine checks for an existing "mbox" file before checking the MAIL environment setting. If old emails were stored on the servers and the user has used pine before the convert, both "Mailbox" and "mbox" must be converted using the mbox2maildir utility.
export MAILDIR=~/Maildir/
export MAIL=~/Mailbox
mbox2maildir
export MAIL=~/mbox
mbox2maildir
If the "export" command is not found, check the user's path and shell settings. (The above commands will only work under /bin/bash and certain others)