The biggest (and this bit me in my training for a while) is it trains you to look at the panel and not look out the window nor to the sides. My instructor threatened to cover the panel with a towel a couple of times. I'd be looking for heading, altitude, AI for bank angle, etc. I should have been looking out the window at the horizon and looking around for traffic.
The most important skills for VFR flying are airplane feel (sloppy controls=slow airspeed=beware!, for example) and out the window references for attitude. Home grade toy simulators train you to ignore both of those things without you even being aware of it until you've flown a real airplane enough to develop them.
Can you use MSFS to learn how a DG works? Yes. VOR concept, sure. (But probably with some help, frankly. VOR to/from and radials is not intuitively obvious, to me at least.) Will you limit yourself to that without input of somebody who knows about the out the window and feel? How would you know to?
John