The TurboTax desktop editions store the tax data files and any saved PDF's, by default, in the TurboTax folder in your Documents directory. If there are no tax data files in the TurboTax folder there will not be any prior year files shown for Transfer.
Look in the TurboTax folder. If no tax data files for 2021 exist then you will have to search for the files on all your drives, internal and external. Search for files that have a file extension of .tax2021
