Nah, nothing “wrong”, you just have old packages still around. Either a dnf autoremove or a more explicit dnf remove python39\* should remove a bunch of old (unused) packages and allow you to continue.
(This has been mentioned in older Leapp upgrade posts already: Best upgrade experience ever 3.12/4.14 , Leapp upgrade with 3.11/4.13 fails - #4 by gvde , Using leapp to upgrade from Rocky 8.10 to Rocky 9 )