Icloud data transfer
Old phone mentions photos in icloud, but new iphone says no backup available and hence advises to set as new iphone.
iPhone XR, iOS 13
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It is possible you don't have an old iOS backup if you never made one, however, some things may not be present in a backup and can be recovered from iCloud. Click on this link and read "About missing information after you restore your iOS device with iCloud Backup" -->
https://support.apple.com/HT203768