Guessing some migrations failed at some point during the upgrade and new tables did not get populated.

Looks like these are the migrations that failed (silently, it seems): https://gitlab.com/gitlabproject_s/gitlab-ce/commit/f1e46d1e63faf63f1dc9960c5f28d5260dfc84db

Solved:

INSERT into protected_branch_push_access_levels (protected_branch_id, access_level, created_at, updated_at)
        SELECT id, 40, now(), now()
          FROM protected_branches;

INSERT into protected_branch_merge_access_levels (protected_branch_id, access_level, created_at, updated_at)
        SELECT id, 40, now(), now()
          FROM protected_branches;