A successful conversion requires more than just changing a file extension.
Be wary of random "WAD to PK3 converter" executables found on general file-hosting sites. These are often wrappers for malware. Stick to the established community tools like SLADE.
Before sharing or playing a converted PK3, confirm:
If you need a command-line verified tool, with the --verify flag (available in v3.9.0+) is the gold standard.