Pamela,
My question is why did it not transfer any of the files over?
Probably the copying software couldn't access any of the group's files.
That could be a result of the current rash of outages in Y!Groups - Files in particular is often mentioned as missing. Recently I couldn't access the Files section of Y!GMF, but today I can.
I've also read in Y!GMF that the transfer agent seems to have trouble retrieving files that are inside folders (rather than being on the main Files page itself).
If the files are particularly valuable to the group you might reply to the message, or forward it to support, and ask if another attempt might be made to retrieve them once Y!Groups stabilizes.
Shal