Once your mailbox is successfully migrated to O365, you will need to delete and re-add your account. This will temporarily remove your mailbox from the software. Instructions for doing so can be found here: https://kb-mit-edu.ezproxyberklee.flo.org/confluence/x/yDtBCQ
If you have a local archive of email files that you have manually added to your Exchange account in Apple Mail, you will need to manually reconnect those local archives again as well.