They may have said they can only move the last 4 months of data from when you installed Email Insights. However, I know they can go back about 24 months, so I would ask them to backfill the data. And I thought 24 months was their standard.
Have you been using Marketo for longer than 4 months?
Email Insights will pull the full history of email analytics (just like smart lists or Email Analysis in RCE do); however, on the initial migration to the new tool, usually only 90-days is brought over. The full migration is happening still on a rolling basis which Support or your CAM may be able to ask the product team when your pod is due for the finished migration.
(Also just ensure you don't have visibility issues with lead partitions as Email Analysis will only show the history you have access to.)