Godaddy email changed to MS Office email

Godaddy has changed from it’s own POP email, to Microsoft Office email (Outlook). I have several email accounts, but I can’t change from POP to anything else. It looks like I have to create a new account, but I need to keep my old emails in inbox and different folders, and old sent emails etc. How can I make this change? Do I have to/can I export to eml files, delete the account, re-create it with Exchange as the connection method, and then import them? Is there some other more direct way?