If you already have a Nexus instance with an SSL certificate that is not recognized in your Java environment, you need to do migrate it.
Download the certificate from the Nexus server:
openssl s_client -connect <server>:<port> -showcerts > myserver_cert
Install it into the Java instance used to launch the migration tool:
keytool -importcert -trustcacerts -file myserver_cert -alias ca_alias -keystore "<JRE_HOME>\lib\security\cacerts"