What would you hope to gain? You like the color scheme better? One thing would be if you were going to use "MS Money Quotes"
https://gaiersoftware.com/Money . That is not listed to work with Money 2004. The registers, reports (if you switch 2005 to "advanced"), portfolio pretty much work the same. The other thing is that by switching, more people would be using the same version as you. Net, I would not switch.
You already noticed the help thing. Money 2005 tries to hit other online servers that are no longer there too. If using money 2005 you want to set up the Windows firewall to block Money from trying to hit those servers and waiting for a response that never comes. If you can't find how to set the firewall in Windows for that, ask. Money 2005 has various things it tries to go to online servers for. Also Money 2005 tried to implement some simplified ("essential") budget and reports, but I think most people who use those switch to the "advanced" budget and reports which is pretty much the same as 2004.
You tried Money 2005 on another computer. That was wise IMO. What were your observations in addition to missing help?
I note that Money Plus keeps creating "handles" by using task manager to display that number. I don't know when that behavior started, but it slows Money for me after I have it open for a long while. Money Plus has some advantages, including a very useful multi-vintage file backup. But Plus cannot read your UK file.
I think you can use PocketSense with either, although that is more useful in the US generally.