It's a conundrum. It's not a good question for SO? So yes down vote it. But on the other hand it might actually be a very well written question just on the wrong SE site.
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Although it's better to vote for migration or vote to close than downvote. But downvote is also a good way to show that we don't want anymore such question here. Downvoted questions are ignored by community, so as to discourage other users to ask similar questions.
Although I rarely downvotes any such question, but it's my personal preference. What is wrong and what is right is decided by the community. So if they want to downvote, it's not wrong.
Remember that you can vote to close a question and move it to another site. I think a vote up and a vote to close can sometimes be appropriate.