The main thing that I miss from connecting to Garmin Connect is downloading the EPO/CPE files which speedup acquiring the GPS data a lot. see https://support.garmin.com/en-US/?faq=6IbaJEHc1i9gydzQomXzyA

To avoid waiting up to several minutes to get the GPS data when I start my workout, I'll switch to an exercise mode to start acquiring the GPS data while I change into my workout gear and leave the watch near a window.

By the time I've finished changing, the GPS data is available and the watch will behave almost like I had downloaded the EPO/CPE files from Garmin Connect.