You do not need to transfer anything to zkSync, you may keep it on Polygon or exchange there or whatever you planned to do with tokens, they will not disappear while the Polygon network is exist and functioning.
You may just switch to zkSync (and pay fee in STORJ tokens to withdraw them later, or even exchange them there) or to L1 (Ethereum). In case of L1 you will pay fee in ETH to move tokens though.