You cannot use the Copy Teams feature if your connection in Explorer was made using SSO. The ShareGate migration tool will display the following message:
You cannot copy teams if you are connected to your tenant with an app password or using browser authentication with single sign-on.
If you are connected that way, you must connect using browser authentication without the single sign-on option.
To use the Copy Teams feature, you must log in by defining your credentials explicitly.
Tip: For more information on Copy Teams, see Walkthrough - Copy Teams or Copy Teams limitations.