Argument for voting to close: Questions are only migrated if they are off-topic on the source site. Moderators prefer to let the community decide whether a question is on-topic, so they may be reluctant to migrate a question if it doesn't have close votes already.
Argument for not voting to close: if the question gets closed (which is likely on Stack Overflow, at least in high-attention tags), it creates more work for moderators, because migration is only available from the close dialog.
On Stack Overflow, I tend to cast a close vote when there isn't one already and not to cast a close vote when the post is already in the close queue. On other sites, where moderators don't handle hundreds of flags a day, I just do the right thing: vote to close if the question is off-topic. I'm happy to change my behavior if the SO mods prefer it one way or the other.
In your flag, it's best to indicate how confident you are that the question is suitable for the other site. Are you a regular there? Or do you just think that the question may be on-topic? If you aren't sure, check at least the target's site's about page and its help/on-topic page before deciding whether to request a migration.
Note that questions that are more than 60 days old can no longer be migrated, so if they're off-topic, just vote to close.