Right you were, saying that the path was blocked!
Turns out I got confused by the "up stairs" "downstairs" difference.. Didn't seem logical that you could have one without the other.
And now I faintly remember going through the quickstart guide, having trouble making an "Up/Down staircase" so I just chose down.. Silly me.
In any event, the story ends thusly: I managed to build an up staircase but they wouldn't go get the pick and the migrants were too weak it seems for they all died shortly after.
Lesson learned!
For two way travel across z levels using 1 tile:
An upstairs only works if it leads to a downstairs. A downstairs only works if it leads to an upstairs.
If you only have one and not the other, you have a broken staircase.
If you have dug out a downstairs and there is empty space below it, build an upstair. If you dig out an upstair and it leads to air, build a downstair.
You can dig out a very long downstair (say from the ground to the bottom of the world) and your dwarves will be stuck forever...until they build an upstair leading back to the surface.
UP and Down aren't really the construction. There aren't any stairs that only go up. It's a sign on the wall that tells the dorfs which direction they can travel. Say you build a room that's 5x5. On the North end in the middle you have dug out downstairs from the surface. On the South side you have upstairs leading to the surface. Your dwarfs come down on the north end and leave on the south end. Only.
Say you build an up/down stair on the East. The dwarfs can come into the room from the East and leave through the East.
I've never really seen a purpose for doing it this way. Why not just have a single staircase command in the designate menu that defaults to up/down and then allow the option to {q} over it and redesignate the traffic? Same thing for doors, hatches, grates, etc.