There are light absorbing colour bodies called chromophores that are present in dyes. These can begin to fade under constant exposure to UV rays, what we call sun-bleaching.
Whilst sun damage mostly occurs in summer, damage can still be done in winter, as though not as strong, the UV rays are still prevalent. From fading of your furnishings, to your wooden items becoming weakened, you may find that you need to replace items sooner than you would expect.
If you are using your conservatory as an office space, your computer and electrical equipment which needs a constant room temperature to operate effectively. The unbearable heat that comes from the direct summer sun can put a strain on these working effectively. You may also find that the glare on your computer screen makes it almost impossible to use in brighter weather.