Outlook App - blocked by my VPN: considering switch to browser version -?disadvantages? Thanks

I have AVG VPN installed on my Windows PC - it blocks functionality of all the Office apps - Microsoft tech support say that is normal and will happen with all VPNs - Itested Dashlane VPN and yes - blocked also. I am considering abandoning the app/s and just using the browser version/s. Two questions - what disadvantage would that be to me? Second - how do I do it and keep my contacts and messages? Thank you in advance!