Missing mail with MicrosoftExchange

I have this MacbookPro with macOS 13.6.4 (22G513), our IT update mail service to MSExchange these days.

After I modify mail provider of the Mail app to MSExchange, all legacy mails are missed, I no longer can access mails before this modification.

However, these missing mails still available on MSExchange mail website, it seems like just not be cloned to my local machine.