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I think you need to use IN clause to find the matching from multi-select picklist. IN clause always take Iterable element. So, either store strPA as List or Set and use that in SOQL.

String strPA = [SELECT Budget_Cross_Practice__c FROM User WHERE Id = :UserInfo.getUserId() LIMIT 1][0].Budget_Cross_Practice__c;

List<String> strList = strPA.split(';');

List<Practice__c> pas = [SELECT Id, Name FROM Practice__c WHERE Name IN:strList];