It's not a secret that a migration gets rejected automatically. Whoever casts the vote that would send the migration to another site gets a notice that the site isn't accepting questions from the user. However, this appears to only be visible to the user who casts the final vote. I've noticed a tendency for people to find questions that belong to another site and then flag them to suggest migration instead of closure.
I think that the post's revision history and/or the closed question banner should explicitly say that the migration was rejected by the target site so that it's (more) visible to everyone.
A record in the post history would look something like:
Migration Rejected by Community♦
It may be nice to also record the site that migration was rejected to, similar to:
Migration to Stack Overflow Rejected by Community♦
I'm not sure how the post notice would reflect this, but that may be another option as well.
Considering that it's also difficult to get to the revision history page without an edit being made to the post or a user script installed, it should also be easier to get to this page to further improve the visibility.