Not losing anything precisely, other than you will need to then continue to sharpen it as you would a traditional V-grind since you will have created that microbevel. In other words, you won't hurt anything--I've put V microbevels on convex blades before and have also convexed flat ground blades/edges that were either too thick or not performing the way I wanted to for various other reasons. Actually, something else you can do is put the microbevel on there that steepens the angle and makes the edge more robust, and then sharpen it afterwards like you would a regular convex edge. Over time, the shoulder of the microbevel will round off and you'll be back to a convex grind, just one that is a little more robust right at the edge. Obviously any time you thicken the edge like this you'll lose some slicing ability. However, if this particular knife--and whatever combination of hardness and edge geometry it has--seems prone to chipping, the durability of a slightly thickened edge might well make up for slight losses in cutting ease. The blade geometry directly behind the edge will still be acute enough that it should easily pass through most cutting mediums.
The rolling technique for sharpening convex edges on an unyielding surface does work, but there is a fair amount of art to really doing it well. The far easier technique is to use fine sandpaper backed by leather, rubber, or some other material that has some "give" to it, so that under pressure the paper conforms to the shape of the blade and sharpens it as a curve instead of a flat plane. You can get wet/dry 3M paper at most auto-supply stores in grits ranging from 400 on up to 2000. You can buy lower, of course, but unless you're really doing serious reprofiling or damage repair, these get much too coarse. Generally I don't go much above 800 grit on smaller knives that are for slicing and about 1200 or 1500 for bigger blades, or when I'm going to be mostly doing push-cutting.
I wonder if there wouldn't be a way to size a piece of relatively stiff leather to fit into a sharpmaker's stone tray, adhere some paper to it, and thereby have a convex-sharpening setup that still had the angle consistency the sharpmaker provides? Probably would be easier to do on an Edge Pro, but still. Hmmm...
