We are currently investigating an issue where users are unable to transfer data through Apple account linking.
 
We are planning to introduce a fix at a later date. Once it has been fixed, we will be announcing it through this FAQ.

*Fixed as of 11/28 (Fri.).
 
Please note that users who link their accounts using the Link Data ID can still transfer data without linking their Apple ID.
 
Reference:
■ How can I transfer my account to an iOS device?
https://sega.helpshift.com/hc/faq/106
 
*If you're only linking your Apple account and are unable to transfer your data, you may be able to receive a Link Data ID by sending us an inquiry.
To send an inquiry, please click on the chat button in the bottom right corner and select [Account Support] → [I lost my account].