Peter,
I've thought about this more over the weekend and here is what I would do in your situation and why I would do it.
Customers can have more than one Billing or Shipping address so building a plugin to connect specific user fields to a specific address field would essentially add the users' addresses into the address table the first time seems to be a lot more work than simply importing the existing customer data into the addresses table and letting the users/customers manager their own addresses in the future. I have done the import method many times without any issue. If the purpose is to make the use of J2Commerce checkout seamless for existing customers , this would satisfy that without then having to account for what if the customer has multiple billing addresses but only user custom fields for one? Without seeing your user fields - some of this is speculation, but existing users would have their imported address already in the checkout waiting for them and they would have the ability to add new addresses if they should choose to and manage their imported one without having to think twice (and without you having to constantly maintain a link to user fields (since they can manage their addresses in the the front-end of the site anyways...
Of course, if there are other reasons that have not been mentioned for needing them to be synced - there is nothing stopping anybody from building a plugin that does just that - but based on the information you have provided thus far, I would go with the simplest method first.
Adam