Why when I delete all my files after migration on the old Mac it also deleted them off my new Mac?

Go to https://www.icloud.com.

Log into your AppleID and click on the iCloud Drive icon.

At the bottom, right there should be a link to recently deleted items. See if you can recover them there.

If you are able to recover them, sign out of iCloud Drive on the old Mac before deleting anything else.

You're likely using iCloud desktop and documents. So, any change, on any device, updates all devices. If you emptied trash, you won't be able to recover those files unless you restore your system from a backup.