As of right now (2020-02-20 about noon European time) the latest nightly build on Windows hasn’t incorporated this commit, so you can see the new migration dialog tomorrow if you update then or after that.
On Windows the installer still overwrites the Windows Start menu structure. Therefore installing and using different versions side by side isn’t still fluent. You have to either create Start menu items manually or start from the installation directory. (This is just FYI for those who have declined from using nightly builds because of all that hassle. KICAD_CONFIG_HOME and a starter script isn’t needed anymore; see Running several KiCad versions on the same Windows machine and https://gitlab.com/kicad/packaging/kicad-win-builder/issues/98)
At least the Ubuntu packages have been already configured so that they can be installed side by side. I don’t know if there will be any changes to them - they should work anyways.