That’s not surprising. What it means is that the data necessary for the migration is in the data base, but it seems likely that it’s in a form that won’t make the migration as easy as I hoped.
To confirm that, try running the following Data Explorer query:
SELECT * FROM user_custom_fields
WHERE name = 'user_field_1'
ORDER BY user_id
The useful information from that query’s results will be what is set in the value column. Ideally the results would look similar to this, with a separate entry for each option a user has selected:
I suspect that what you will find is that the values for each option a user has selected will exist in the same row. For example, [this, that] or "[this, that]". If that is correct, can you post a few of the value entries?
It might take a bit of trial and error to figure out how to parse the values into the form that Discourse expects to find.