It is an issue with the python script. You need to troubleshoot python script /opt/splunk/etc/apps/SA-Utils/bin/data_migrator.py. Check if it is failing while reading default stanza in a configuration file. Check the code where you are exiting code with status code 3.
If it was running in previous Splunk versions < 8.0, the issue might be related to python3
If this reply helps you, an upvote/like would be appreciated.