October 6, 2019
Take a quick moment and make sure you don't make the same I just did when replacing my iPhone. Go into Settings, tap your name at the top, tap iCloud, and scroll down to Health. Is it toggled on?
Recent versions of iOS prompt you to turn this on when you first set up your device. I think maybe because I had been restoring from iTunes backups over the past few years I never saw this prompt. Or maybe I saw it at some point and dismissed it because I was in a hurry. Either way, I was not syncing my Apple Health data to iCloud.
Even a full iCloud backup evidently does not include Apple Health data if you leave this setting off. And 5+ years of Apple Health data, including all my Apple Watch workouts, weight tracking history, ECG traces, and so on is gone.