I have just received an email that explains why none of my ebooks have transferred:
"Thank you for replying to my colleague's email confirming the origin of your eBooks.
We agreed with Barnes and Noble (Nook) only books purchased through the Nook UK store will be migrated to your Sainsbury's account.
Any titles purchased externally from other companies such as Fictionwise and eReader (That were acquired by Nook) will not be included in the migration over to Sainsbury's accounts.
If you wish to raise a complaint to Barnes & Noble you can contact them by email
customerservice@nook.co.uk"
I think all my books in my account were from Fictionwise. This really should have been in the FAQs.