For OS drive, cannot convert to GPT unless the drive is meant for storage.
You have to reinstall Windows as MBR/Legacy Boot the file structure are different.
UEFI drive have EFI system, one partition for C drive and recovery partitions.
MBR wise is different, one partition for System reserved and one for C drive.
Both UEFI, MBR are different but I know some use CSM/Legacy to boot Windows but not only you lack
secure boot.
UEFI boot is faster as well as take advantage of newer hardware, CSM/Legacy are meant
for compatibility especially with older graphics without UEFI BIOS.
To install UEFI on some motherboard you have to hit F11/F12 for boot menu than boot
from UEFI thumbdrive.
BTW, legacy boot you will see this:
UEFI boot usually is manufacturer logo example Asus than desktop.
*MSI mobo wise initial setup may show this which is normal, after Windows is install than MSI logo is shown.