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.
 
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].