This is just a hint for people migrating a Drupal 6 project to Drupal 8+ running into the issue of not migrating file / image fields values. It was quite hard to find the reason for that issue, so here's your answer.
You're probably using
--configure-only to generate the migration configurations. So you're affected by this core issue: https://www.drupal.org/project/drupal/issues/3091841#comment-14794999
If you're looking for a quick fix, take the one from this issue: https://www.drupal.org/project/drupal/issues/3322542
And please help to fix the core issue with us!