I don't remember all the badges I had under the guitars exchange, but I feel as if I had more than I do under musical practice & performance. Was anything "lost"?
When we shut down the guitars site, we simply opened a migration path to the music site and did regular migrations of questions. No different than users voting to close a question as belonging somewhere else.
It is entirely possible that you had some additional badges on the guitars site, but they should be pretty easy to get back. For instance, you haven't voted at all on the music site. You haven't edited a post. There are some easy badges you can get with the smallest bits of activity.