Yes, you'll have to loop through the FsmGameObject[] array and assign them to the GameObject[] array accordingly by using the .Value reference on each element. I don't think you can clone in this case, but I may be wrong.
The code would be similar inside the loop, something like..
pseudo-code...
for (int i = 0; i < myGameObject.Length; i++)
{
myGameObject[i] = myFsmGameObject[i].Value;
}