Imagine I just found Stack Overflow through google. Looks like a Q&A site for computer stuff. Programming, hmm? Yeah, my question could fit in here. I'll ask it.
Ten minutes pass, I come back to see if any answers have been posted. Besides my perfectly valid (if not for SO) and well-worded question having received three downvotes, I see this:
Bamm, feels like a hit in my face on first sight.
Especially for people who are new to the SO family, this must seem very discouraging. I think there should be a friendlier explanatory notice like "The Stack Overflow community has decided that this question is better suited for the site superuser.com. The question has automatically been moved there, you can find it here[link]." or something similar.
This notice should be more prominent than the "migrated-locked-closed" triad, so it's the first thing the newbie sees, and so they realize that migrating the question is actually going to help them.
The same thing obviously applies to the other sites as well.