I was having the same issue but I got it to work now.
Some selected assets don’t have a corresponding content root in the destination.
/Niagara
/ChaosNiagaraWould you like to migrate all selected assets into a folder with consolidated references? Without migrating into a folder the assets in the above roots will not be migrated.
Check to see if the asset(s) you are trying to migrate depends on content in separate folders within the project you are migrating from.
Make sure that you have enabled all of the plugins required by the assets you’re moving in the project you are moving to, then close the project.
Copy all of these folders into the Content folder of the project you are migrating to, the destination project should not be open in UE when you’re doing this. Make sure to keep the relative locations of the folders and maintain the same directory structure.
Open up your project in UE, Fix up redirectors in Folder, and you should be good to go.