Hello!
What you’re seeing is normal and nothing to worry about.
The directory ~/.local/state/nix/profiles is where your user profiles live. If you haven’t installed anything per user yet (by doing something like niv-env -iA or nix profile install) then this directory is empty. Once you install something using the commands above, a symlink profile-1-link to the corresponding profile in the Nix Store will be created in this directory as well as a symlink profile that points to profile-1-link to make it easily available in your $PATH.
For further info see one of my old posts here on DIscourse and the respective section in the Nix Reference Manual. I also recommend watching part of the video “Everyday Use of GNU Guix” (minutes 23 to 37) by Chris Marusich on YouTube, who explains how the linking system works. (Nix is similar to Guix in this regard, but the given commands differ.)