I have SMF2. I plan on starting fresh with a clean install for Discourse.
My idea would involve backing up the SMF2 database and host it locally. Any users that request their PMs can contact you. Then you could download their PMs and serve it as a CSV file and email it back to them. This is what I plan to do.
Granted, my install is only about 400 members. It’s an option if you have other hands on board to help with this.
This google search might aid you with your current situation.
The last resort would be to fetch a CSV of your entire userbase, import into Discourse then host the old forum in a read-only state elsewhere, with a robots.txt to deny spider-crawl access.
Your users can log into the old one to fetch what they need, or use it as an archive.
And yes, using a middle man importer to switch to another forum software then to Discourse is also an option. I’ve done it before.