Hi Martin, I've had the same issue. Unfortunately, the upgrade does not keep Guest users.
Look here:
http://www.cisco.com/c/en/us/td/docs/security/ise/1-2/upgrade_guide/b_ise_upgrade_guide/b_ise_upgrade_guide_chapter_01.html
Disable services such as Guest, Profiler, Device Onboarding, and so on before upgrade and enable them after upgrade. Otherwise, you must add the guest users who are lost, and devices must be profiled and onboarded again.
For me, the instruction above wasn't an option.
Also, I had this behaviour confirmed by TAC
Fortunately, I didn't have many users, so I re-created and sent new password to all guest.
If recreating is not an option, TAC can send you a rootpatch with a script that will enable you to export Guest users and import following upgrade.
Hope it helps
Cheers !